+245.8%
THC vs COO
-23.4%
+269.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.1% |
| 7D | -0.7% | -2.2% | +1.6% | +0.1% |
| 30D | +1.3% | -7.0% | +8.3% | +3.6% |
| 3M | +64.2% | +12.2% | +52.0% | +58.6% |
| 6M | +8.3% | -15.1% | +23.4% | +13.9% |
| YTD | +33.4% | -15.1% | +48.5% | +40.3% |
| 1Y | +37.7% | +2.3% | +35.3% | +36.1% |
| All | +245.8% | -23.4% | +269.3% | +250.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling