+20.2%
XBI vs THC
+258.8%
-238.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.8% |
| 7D | +1.9% | +0.1% | +1.7% | +1.9% |
| 30D | +3.0% | +7.5% | -4.5% | +1.2% |
| 3M | -5.1% | +7.5% | -12.7% | -7.0% |
| 6M | +12.2% | +46.4% | -34.3% | +1.0% |
| YTD | +24.1% | +44.4% | -20.2% | +11.1% |
| 1Y | +33.1% | +43.4% | -10.4% | +19.0% |
| 3Y | +127.3% | +433.3% | -306.0% | +30.4% |
| 5Y | +20.2% | +262.5% | -242.3% | -24.3% |
| All | +20.2% | +258.8% | -238.5% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling