+276.8%
THC vs XYL
-21.3%
+298.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | +0.2% |
| 7D | +3.7% | +5.9% | -2.2% | +0.4% |
| 30D | +9.0% | -3.9% | +13.0% | +10.3% |
| 3M | +10.4% | -18.7% | +29.1% | +22.9% |
| 6M | +45.7% | -16.9% | +62.5% | +59.8% |
| YTD | +42.6% | -27.4% | +69.9% | +68.1% |
| 1Y | +38.8% | -34.0% | +72.8% | +74.1% |
| 3Y | +418.8% | +5.6% | +413.2% | +361.9% |
| All | +276.8% | -21.3% | +298.1% | +333.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling