+40.8%
CVX vs THC
+50.5%
-9.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -0.7% |
| 7D | -7.5% | +7.5% | -14.9% | -6.9% |
| 30D | -0.6% | +9.6% | -10.1% | +0.2% |
| 3M | +14.0% | +10.3% | +3.7% | +15.0% |
| 6M | +18.1% | +51.8% | -33.7% | +21.8% |
| YTD | +42.2% | +45.4% | -3.3% | +45.2% |
| All | +40.8% | +50.5% | -9.8% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 1y: compounded portfolio wealth divided by compounded THC 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…
1y analysis · Full analysis span regression · 6 months rolling