+269.8%
CORZ vs THC
+255.3%
+14.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.0% | +6.2% | +8.0% |
| 7D | +1.7% | +7.5% | -5.8% | +1.3% |
| 30D | -17.5% | +9.6% | -27.0% | -17.9% |
| 3M | -39.5% | +10.3% | -49.7% | -39.9% |
| 6M | -44.5% | +51.8% | -96.3% | -47.1% |
| YTD | -12.6% | +45.4% | -58.1% | -16.6% |
| 1Y | -37.0% | +40.8% | -77.8% | -39.6% |
| All | +269.8% | +255.3% | +14.4% | +360.9% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling