+246.7%
THC vs COPX
+171.8%
+74.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.1% | -6.4% | -3.1% |
| 7D | -2.6% | +5.8% | -8.3% | -3.7% |
| 30D | -1.2% | +7.2% | -8.4% | -2.7% |
| 3M | +58.9% | +16.5% | +42.4% | +53.0% |
| 6M | +9.3% | +18.4% | -9.1% | +3.7% |
| YTD | +30.4% | +31.9% | -1.5% | +18.1% |
| 1Y | +34.6% | +88.5% | -53.9% | +8.1% |
| 3Y | +246.7% | +173.1% | +73.6% | +113.9% |
| All | +246.7% | +171.8% | +74.8% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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