+1,038.7%
THC vs COPX
+118.6%
+920.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.9% |
| 7D | +1.0% | -2.8% | +3.8% | +2.2% |
| 30D | +5.3% | -14.3% | +19.7% | +12.5% |
| 3M | +7.1% | -19.0% | +26.2% | +16.6% |
| 6M | +46.0% | -24.4% | +70.5% | +60.2% |
| YTD | +43.9% | -3.2% | +47.2% | +35.7% |
| 1Y | +45.4% | +15.2% | +30.3% | +25.4% |
| 3Y | +421.3% | +127.6% | +293.7% | +198.0% |
| 5Y | +261.5% | +106.0% | +155.5% | +110.3% |
| 10Y | +1,865.8% | +313.7% | +1,552.1% | +626.8% |
| All | +1,038.7% | +118.6% | +920.1% | +421.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling