+20.8%
XBI vs THC
+258.2%
-237.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.4% | -2.5% |
| 7D | -3.6% | +4.1% | -7.7% | -4.6% |
| 30D | +0.9% | +3.5% | -2.7% | -0.1% |
| 3M | +21.4% | +61.7% | -40.3% | +6.8% |
| 6M | +25.5% | +11.8% | +13.7% | +20.8% |
| YTD | +30.8% | +35.4% | -4.6% | +19.1% |
| 1Y | +68.6% | +37.0% | +31.6% | +52.3% |
| 3Y | +103.9% | +260.1% | -156.1% | +32.4% |
| 5Y | +20.8% | +262.6% | -241.8% | -23.8% |
| All | +20.8% | +258.2% | -237.5% | -23.8% |
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