+262.3%
THC vs XLRE
+7.1%
+255.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.3% |
| 7D | 0.0% | -2.7% | +2.7% | +2.6% |
| 30D | +1.5% | -2.3% | +3.9% | +3.8% |
| 3M | +59.9% | -3.5% | +63.4% | +65.9% |
| 6M | +11.0% | +1.9% | +9.1% | +9.0% |
| YTD | +32.6% | +8.3% | +24.2% | +22.3% |
| 1Y | +37.4% | +6.4% | +31.0% | +29.0% |
| 3Y | +252.5% | +30.2% | +222.3% | +165.9% |
| 5Y | +262.3% | +8.6% | +253.7% | +233.8% |
| All | +262.3% | +7.1% | +255.2% | +233.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling