+972.3%
THC vs XLRE
+87.4%
+884.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.2% |
| 7D | 0.0% | -2.7% | +2.7% | +3.1% |
| 30D | +1.5% | -2.3% | +3.9% | +4.2% |
| 3M | +59.9% | -3.5% | +63.4% | +66.9% |
| 6M | +11.0% | +1.9% | +9.1% | +8.4% |
| YTD | +32.6% | +8.3% | +24.2% | +20.5% |
| 1Y | +37.4% | +6.4% | +31.0% | +27.4% |
| 3Y | +252.5% | +30.2% | +222.3% | +153.0% |
| 5Y | +262.3% | +8.6% | +253.7% | +224.3% |
| All | +972.3% | +87.4% | +884.9% | +427.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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