+160.6%
OXY vs THC
+248.0%
-87.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.3% |
| 7D | -0.5% | -2.6% | +2.1% | -0.2% |
| 30D | +8.5% | -1.2% | +9.6% | +8.6% |
| 3M | +6.0% | +58.9% | -52.9% | -0.1% |
| 6M | +13.0% | +9.3% | +3.6% | +11.5% |
| YTD | +48.9% | +30.4% | +18.5% | +42.6% |
| 1Y | +36.4% | +34.6% | +1.8% | +29.5% |
| 3Y | -2.3% | +246.7% | -249.0% | -23.0% |
| 5Y | +160.6% | +244.5% | -83.9% | +127.9% |
| All | +160.6% | +248.0% | -87.3% | +127.9% |
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