+540.5%
THC vs COO
+5,356.1%
-4,815.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.9% |
| 7D | +3.7% | +4.7% | -1.0% | +3.2% |
| 30D | +9.0% | +13.9% | -4.9% | +7.4% |
| 3M | +10.4% | -14.9% | +25.3% | +12.3% |
| 6M | +45.7% | +2.0% | +43.6% | +45.0% |
| YTD | +42.6% | -23.9% | +66.5% | +46.7% |
| 1Y | +38.8% | -9.6% | +48.4% | +40.0% |
| 3Y | +418.8% | -25.4% | +444.3% | +431.8% |
| 5Y | +275.7% | -41.2% | +316.9% | +296.1% |
| 10Y | +1,496.2% | +42.1% | +1,454.2% | +1,473.8% |
| All | +540.5% | +5,356.1% | -4,815.6% | +483.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling