+256.5%
THC vs COO
-40.4%
+296.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.4% |
| 3M | +7.1% | -18.2% | +25.3% | +17.5% |
| 6M | +46.0% | +5.3% | +40.7% | +39.7% |
| YTD | +43.9% | -23.6% | +67.5% | +62.9% |
| 1Y | +45.4% | -12.7% | +58.1% | +52.6% |
| 3Y | +421.3% | -24.2% | +445.5% | +444.9% |
| All | +256.5% | -40.4% | +296.9% | +334.9% |
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