+892.4%
THC vs XME
+184.7%
+707.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.5% | -3.5% | -0.8% |
| 7D | +7.5% | +0.9% | +6.5% | +6.7% |
| 30D | +9.6% | -7.3% | +16.9% | +13.2% |
| 3M | +10.3% | -14.8% | +25.0% | +18.1% |
| 6M | +51.8% | -18.4% | +70.2% | +63.1% |
| YTD | +45.4% | -4.7% | +50.1% | +41.0% |
| 1Y | +40.8% | +5.7% | +35.1% | +28.7% |
| 3Y | +448.8% | +104.0% | +344.8% | +235.8% |
| 5Y | +263.4% | +122.4% | +141.0% | +105.9% |
| 10Y | +1,800.1% | +285.4% | +1,514.7% | +697.5% |
| All | +892.4% | +184.7% | +707.8% | +295.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling