+1,644.1%
THC vs COO
+41.1%
+1,603.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.7% |
| 7D | +1.0% | +0.5% | +0.5% | +0.7% |
| 30D | +5.3% | +14.2% | -8.8% | -3.0% |
| 3M | +7.1% | -18.2% | +25.3% | +19.7% |
| 6M | +46.0% | +5.3% | +40.7% | +37.8% |
| YTD | +43.9% | -23.6% | +67.5% | +66.4% |
| 1Y | +45.4% | -12.7% | +58.1% | +53.4% |
| 3Y | +421.3% | -24.2% | +445.5% | +456.4% |
| 5Y | +261.5% | -40.0% | +301.5% | +357.7% |
| All | +1,644.1% | +41.1% | +1,603.0% | +1,316.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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