+923.4%
THC vs XHB
+182.7%
+740.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.6% | -1.6% | -0.6% |
| 7D | +7.5% | +1.3% | +6.2% | +6.6% |
| 30D | +9.6% | +11.8% | -2.2% | +0.9% |
| 3M | +10.3% | -3.8% | +14.1% | +12.5% |
| 6M | +51.8% | +4.1% | +47.7% | +45.1% |
| YTD | +45.4% | +4.0% | +41.5% | +37.3% |
| 1Y | +40.8% | +1.6% | +39.2% | +34.7% |
| 3Y | +448.8% | +43.2% | +405.6% | +289.4% |
| 5Y | +263.4% | +35.8% | +227.5% | +166.0% |
| 10Y | +1,800.1% | +259.3% | +1,540.8% | +650.2% |
| All | +923.4% | +182.7% | +740.7% | +277.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling