+973.9%
THC vs COO
+48.2%
+925.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.5% |
| 7D | -0.7% | -2.2% | +1.6% | +0.7% |
| 30D | +1.3% | -7.0% | +8.3% | +5.9% |
| 3M | +64.2% | +12.2% | +52.0% | +51.8% |
| 6M | +8.3% | -15.1% | +23.4% | +19.2% |
| YTD | +33.4% | -15.1% | +48.5% | +46.6% |
| 1Y | +37.7% | +2.3% | +35.3% | +32.4% |
| 3Y | +236.8% | -23.7% | +260.5% | +269.1% |
| 5Y | +249.3% | -38.9% | +288.2% | +348.7% |
| All | +973.9% | +48.2% | +925.7% | +763.0% |
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