+1,039.2%
THC vs XYL
+140.7%
+898.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +4.9% | +4.6% |
| 7D | +4.1% | +0.8% | +3.2% | +3.3% |
| 30D | +3.5% | -10.8% | +14.4% | +11.9% |
| 3M | +61.7% | -2.5% | +64.3% | +64.0% |
| 6M | +11.8% | -12.2% | +24.0% | +21.6% |
| YTD | +35.4% | -20.1% | +55.5% | +56.0% |
| 1Y | +37.0% | -20.6% | +57.7% | +58.5% |
| 3Y | +260.1% | +17.3% | +242.7% | +199.7% |
| 5Y | +262.6% | -14.5% | +277.1% | +275.8% |
| 10Y | +1,039.2% | +150.2% | +889.0% | +609.1% |
| All | +1,039.2% | +140.7% | +898.5% | +609.1% |
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