+838.6%
THC vs XHB
+173.9%
+664.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | -0.1% |
| 7D | -0.7% | -1.3% | +0.6% | +0.2% |
| 30D | +1.3% | -6.9% | +8.1% | +6.3% |
| 3M | +64.2% | -1.3% | +65.5% | +64.4% |
| 6M | +8.3% | -6.8% | +15.1% | +11.8% |
| YTD | +33.4% | +0.7% | +32.6% | +29.4% |
| 1Y | +37.7% | -11.2% | +48.9% | +45.3% |
| 3Y | +236.8% | +25.3% | +211.5% | +164.7% |
| 5Y | +249.3% | +37.3% | +211.9% | +154.8% |
| 10Y | +995.2% | +211.5% | +783.7% | +375.2% |
| All | +838.6% | +173.9% | +664.7% | +255.8% |
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