+996.8%
THC vs XME
+415.7%
+581.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.9% |
| 7D | -2.6% | +3.6% | -6.2% | -4.7% |
| 30D | -1.2% | +3.6% | -4.8% | -3.9% |
| 3M | +58.9% | +1.2% | +57.7% | +55.1% |
| 6M | +9.3% | +9.0% | +0.3% | -0.2% |
| YTD | +30.4% | +15.9% | +14.4% | +12.0% |
| 1Y | +34.6% | +43.2% | -8.6% | -2.0% |
| 3Y | +246.7% | +137.4% | +109.3% | +68.7% |
| 5Y | +244.5% | +185.0% | +59.5% | +35.5% |
| All | +996.8% | +415.7% | +581.1% | +186.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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