+810.2%
THC vs XME
+242.3%
+567.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | +1.3% | +6.0% | -4.7% | -2.3% |
| 3M | +64.2% | -7.7% | +72.0% | +68.4% |
| 6M | +8.3% | +1.0% | +7.3% | +4.5% |
| YTD | +33.4% | +14.6% | +18.7% | +18.6% |
| 1Y | +37.7% | +46.0% | -8.3% | +5.6% |
| 3Y | +236.8% | +127.0% | +109.8% | +97.4% |
| 5Y | +249.3% | +175.8% | +73.4% | +77.3% |
| 10Y | +995.2% | +414.6% | +580.6% | +294.1% |
| All | +810.2% | +242.3% | +567.9% | +232.1% |
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