+1,039.2%
THC vs XHB
+202.9%
+836.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.4% | +5.2% |
| 7D | +4.1% | -1.9% | +6.0% | +5.8% |
| 30D | +3.5% | -8.3% | +11.8% | +11.3% |
| 3M | +61.7% | -7.1% | +68.9% | +70.6% |
| 6M | +11.8% | -5.3% | +17.1% | +14.2% |
| YTD | +35.4% | -3.2% | +38.6% | +34.0% |
| 1Y | +37.0% | -13.9% | +50.9% | +49.9% |
| 3Y | +260.1% | +24.9% | +235.2% | +149.4% |
| 5Y | +262.6% | +34.5% | +228.1% | +125.8% |
| 10Y | +1,039.2% | +215.5% | +823.8% | +185.6% |
| All | +1,039.2% | +202.9% | +836.3% | +185.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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