-1.4%
OXY vs THC
+450.2%
-451.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +2.0% |
| 7D | -5.8% | +8.8% | -14.7% | -6.0% |
| 30D | -5.3% | +10.0% | -15.4% | -5.5% |
| 3M | -2.5% | +11.7% | -14.2% | -2.7% |
| 6M | +8.3% | +52.5% | -44.2% | +6.6% |
| YTD | +40.3% | +46.1% | -5.8% | +37.6% |
| 1Y | +38.8% | +49.1% | -10.3% | +35.6% |
| 3Y | -1.4% | +439.6% | -441.1% | -18.9% |
| All | -1.4% | +450.2% | -451.6% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling