+1,534.6%
THC vs XYL
+416.3%
+1,118.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.1% |
| 7D | +7.5% | +2.1% | +5.4% | +6.2% |
| 30D | +9.6% | -3.4% | +12.9% | +10.6% |
| 3M | +10.3% | -17.2% | +27.4% | +22.5% |
| 6M | +51.8% | -12.0% | +63.8% | +61.8% |
| YTD | +45.4% | -26.3% | +71.7% | +72.3% |
| 1Y | +40.8% | -33.5% | +74.3% | +78.7% |
| 3Y | +448.8% | +6.4% | +442.4% | +394.8% |
| 5Y | +263.4% | -20.9% | +284.3% | +291.8% |
| 10Y | +1,800.1% | +120.8% | +1,679.2% | +1,046.0% |
| All | +1,534.6% | +416.3% | +1,118.3% | +544.9% |
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