+49.2%
XEL vs THC
+253.4%
-204.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +1.7% |
| 7D | +1.3% | -2.6% | +3.9% | +1.5% |
| 30D | -1.5% | -1.2% | -0.4% | -1.5% |
| 3M | -0.2% | +58.9% | -59.1% | -3.2% |
| 6M | -5.4% | +9.3% | -14.8% | -6.3% |
| YTD | +5.6% | +30.4% | -24.7% | +3.5% |
| 1Y | +10.5% | +34.6% | -24.1% | +8.0% |
| 3Y | +49.2% | +246.7% | -197.5% | +36.2% |
| All | +49.2% | +253.4% | -204.2% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling