+162.6%
CVX vs THC
+250.3%
-87.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.3% |
| 7D | +3.3% | -0.7% | +4.0% | +3.4% |
| 30D | +12.9% | +1.3% | +11.6% | +12.7% |
| 3M | +11.7% | +64.2% | -52.5% | +6.4% |
| 6M | +14.1% | +8.3% | +5.9% | +13.1% |
| YTD | +40.7% | +33.4% | +7.3% | +36.0% |
| 1Y | +37.5% | +37.7% | -0.2% | +32.1% |
| 3Y | +43.9% | +236.8% | -192.9% | +21.5% |
| All | +162.6% | +250.3% | -87.7% | +123.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling