+124.5%
COST vs THC
+258.4%
-133.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +5.0% | +1.0% | +4.0% | +4.8% |
| 30D | +12.8% | +5.3% | +7.5% | +11.9% |
| 3M | +15.2% | +7.1% | +8.1% | +13.9% |
| 6M | +7.4% | +46.0% | -38.6% | +1.2% |
| YTD | +29.0% | +43.9% | -14.9% | +21.2% |
| 1Y | +20.3% | +45.4% | -25.2% | +12.6% |
| 3Y | +99.0% | +421.3% | -322.3% | +45.7% |
| All | +124.5% | +258.4% | -133.9% | +75.4% |
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