+150.7%
XBI vs THC
+1,021.1%
-870.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.2% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | -0.8% | +1.5% | -2.3% | -1.2% |
| 3M | +21.8% | +59.9% | -38.1% | +10.3% |
| 6M | +23.2% | +11.0% | +12.2% | +19.6% |
| YTD | +28.7% | +32.6% | -3.8% | +20.0% |
| 1Y | +67.8% | +37.4% | +30.4% | +54.9% |
| 3Y | +100.6% | +252.5% | -151.9% | +49.4% |
| 5Y | +19.8% | +262.3% | -242.5% | -14.0% |
| All | +150.7% | +1,021.1% | -870.4% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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