+269.3%
THC vs COO
-41.3%
+310.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.4% |
| 7D | +0.2% | -2.3% | +2.6% | +1.4% |
| 30D | +9.0% | +13.3% | -4.3% | +2.5% |
| 3M | +12.9% | -18.1% | +31.0% | +23.8% |
| 6M | +52.8% | +6.7% | +46.1% | +45.2% |
| YTD | +47.4% | -23.2% | +70.6% | +66.5% |
| 1Y | +47.7% | -12.3% | +60.0% | +54.6% |
| 3Y | +444.7% | -23.6% | +468.2% | +466.2% |
| 5Y | +269.3% | -38.7% | +308.0% | +347.0% |
| All | +269.3% | -41.3% | +310.6% | +347.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling