+34.4%
OXY vs THC
+35.8%
-1.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.8% | +1.6% |
| 7D | +0.6% | +4.1% | -3.4% | +1.2% |
| 30D | +4.5% | +3.5% | +1.0% | +5.1% |
| 3M | +8.9% | +61.7% | -52.8% | +16.4% |
| 6M | +12.5% | +11.8% | +0.6% | +17.7% |
| YTD | +50.5% | +35.4% | +15.1% | +56.4% |
| All | +34.4% | +35.8% | -1.5% | +41.5% |
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 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