+6.4%
OXY vs THC
+1,022.1%
-1,015.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +2.8% | -0.5% | +3.3% | +2.9% |
| 30D | +5.5% | -1.2% | +6.6% | +5.7% |
| 3M | +11.3% | +52.3% | -41.0% | -2.5% |
| 6M | +11.6% | +12.4% | -0.8% | +5.6% |
| YTD | +51.6% | +32.7% | +18.9% | +35.4% |
| 1Y | +36.2% | +36.4% | -0.1% | +19.8% |
| 3Y | +1.7% | +259.3% | -257.6% | -37.4% |
| 5Y | +164.5% | +262.7% | -98.2% | +50.3% |
| All | +6.4% | +1,022.1% | -1,015.7% | -59.5% |
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