+955.1%
THC vs COPX
+186.2%
+768.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.9% |
| 7D | -0.7% | -4.0% | +3.3% | +1.2% |
| 30D | +1.3% | +4.5% | -3.3% | -1.1% |
| 3M | +64.2% | +0.8% | +63.4% | +60.4% |
| 6M | +8.3% | +3.2% | +5.1% | +2.7% |
| YTD | +33.4% | +26.7% | +6.7% | +12.2% |
| 1Y | +37.7% | +85.7% | -48.0% | -5.6% |
| 3Y | +236.8% | +151.2% | +85.6% | +88.0% |
| 5Y | +249.3% | +170.0% | +79.3% | +79.3% |
| 10Y | +995.2% | +572.9% | +422.3% | +222.8% |
| All | +955.1% | +186.2% | +768.9% | +331.0% |
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