+92.2%
OXY vs THC
+266.8%
-174.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +2.0% |
| 7D | -5.8% | +8.8% | -14.7% | -6.8% |
| 30D | -5.3% | +10.0% | -15.4% | -6.4% |
| 3M | -2.5% | +11.7% | -14.2% | -3.9% |
| 6M | +8.3% | +52.5% | -44.2% | +2.3% |
| YTD | +40.3% | +46.1% | -5.8% | +32.2% |
| 1Y | +38.8% | +49.1% | -10.3% | +30.1% |
| 3Y | -1.4% | +439.6% | -441.1% | -29.2% |
| 5Y | +92.2% | +263.2% | -170.9% | +50.6% |
| All | +92.2% | +266.8% | -174.6% | +50.6% |
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