+1,644.1%
THC vs XYL
+100.4%
+1,543.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.4% |
| 7D | +1.0% | -3.7% | +4.7% | +3.6% |
| 30D | +5.3% | -8.3% | +13.6% | +10.3% |
| 3M | +7.1% | -21.4% | +28.5% | +24.8% |
| 6M | +46.0% | -12.9% | +59.0% | +57.4% |
| YTD | +43.9% | -30.1% | +74.0% | +79.7% |
| 1Y | +45.4% | -35.2% | +80.6% | +92.3% |
| 3Y | +421.3% | -0.8% | +422.1% | +380.7% |
| 5Y | +261.5% | -23.2% | +284.7% | +298.4% |
| All | +1,644.1% | +100.4% | +1,543.7% | +1,081.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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