+46.3%
LYB vs THC
+1,022.1%
-975.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +0.3% | -0.5% | +0.8% | +0.3% |
| 30D | +2.5% | -1.2% | +3.6% | +2.6% |
| 3M | +1.4% | +52.3% | -50.9% | -8.7% |
| 6M | -3.5% | +12.4% | -15.9% | -7.7% |
| YTD | +52.0% | +32.7% | +19.3% | +39.1% |
| 1Y | +22.1% | +36.4% | -14.3% | +10.7% |
| 3Y | -22.8% | +259.3% | -282.1% | -46.5% |
| 5Y | -3.4% | +262.7% | -266.0% | -36.8% |
| All | +46.3% | +1,022.1% | -975.8% | -32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling