+604.4%
COST vs THC
+1,045.0%
-440.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.7% | -1.1% |
| 7D | -2.8% | +4.1% | -6.9% | -3.1% |
| 30D | -5.3% | +3.5% | -8.8% | -5.5% |
| 3M | -6.7% | +61.7% | -68.4% | -10.3% |
| 6M | -9.9% | +11.8% | -21.8% | -11.0% |
| YTD | +5.1% | +35.4% | -30.3% | +2.2% |
| 1Y | -7.3% | +37.0% | -44.3% | -10.1% |
| 3Y | +70.4% | +260.1% | -189.7% | +51.7% |
| 5Y | +104.4% | +262.6% | -158.2% | +79.1% |
| All | +604.4% | +1,045.0% | -440.7% | +474.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling