+1,399.2%
THC vs XYL
+449.8%
+949.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.9% |
| 7D | -0.7% | -5.0% | +4.4% | +2.7% |
| 30D | +1.3% | -13.2% | +14.5% | +10.9% |
| 3M | +64.2% | -3.7% | +68.0% | +67.9% |
| 6M | +8.3% | -17.7% | +26.0% | +22.2% |
| YTD | +33.4% | -21.5% | +54.9% | +54.0% |
| 1Y | +37.7% | -24.5% | +62.2% | +63.0% |
| 3Y | +236.8% | +6.9% | +229.8% | +207.5% |
| 5Y | +249.3% | -18.1% | +267.3% | +273.0% |
| 10Y | +995.2% | +134.7% | +860.5% | +541.6% |
| All | +1,399.2% | +449.8% | +949.4% | +476.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling