+244.5%
THC vs XHB
+37.2%
+207.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.2% | -0.8% |
| 7D | -2.6% | +0.2% | -2.7% | -2.7% |
| 30D | -1.2% | -9.1% | +7.9% | +4.6% |
| 3M | +58.9% | -2.3% | +61.2% | +60.1% |
| 6M | +9.3% | -4.1% | +13.5% | +10.6% |
| YTD | +30.4% | -1.7% | +32.1% | +28.8% |
| 1Y | +34.6% | -15.1% | +49.7% | +46.2% |
| 3Y | +246.7% | +26.8% | +219.8% | +158.7% |
| 5Y | +244.5% | +37.3% | +207.2% | +137.3% |
| All | +244.5% | +37.2% | +207.4% | +137.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling