+611.4%
THC vs XLRE
+112.0%
+499.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.4% |
| 7D | -0.7% | -1.2% | +0.6% | +0.7% |
| 30D | +1.3% | -2.8% | +4.1% | +4.5% |
| 3M | +64.2% | -0.2% | +64.4% | +65.1% |
| 6M | +8.3% | +1.9% | +6.3% | +5.8% |
| YTD | +33.4% | +10.6% | +22.8% | +18.8% |
| 1Y | +37.7% | +8.8% | +28.9% | +24.8% |
| 3Y | +236.8% | +31.5% | +205.3% | +141.0% |
| 5Y | +249.3% | +6.6% | +242.7% | +221.5% |
| 10Y | +995.2% | +84.0% | +911.2% | +481.5% |
| All | +611.4% | +112.0% | +499.4% | +243.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling