+154.0%
XEL vs THC
+1,002.8%
-848.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -1.2% |
| 7D | +0.9% | +4.1% | -3.2% | +0.6% |
| 30D | -0.9% | +3.5% | -4.4% | -1.2% |
| 3M | -1.4% | +61.7% | -63.2% | -5.1% |
| 6M | -5.8% | +11.8% | -17.6% | -6.9% |
| YTD | +4.7% | +35.4% | -30.7% | +1.8% |
| 1Y | +9.1% | +37.0% | -28.0% | +5.8% |
| 3Y | +47.8% | +260.1% | -212.2% | +31.6% |
| 5Y | +29.0% | +262.6% | -233.6% | +12.6% |
| 10Y | +154.0% | +1,039.2% | -885.2% | +95.2% |
| All | +154.0% | +1,002.8% | -848.8% | +95.2% |
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