+1,890.4%
XEL vs THC
+508.9%
+1,381.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -1.0% | -0.7% | -0.3% | -0.9% |
| 30D | -1.9% | +1.3% | -3.2% | -2.0% |
| 3M | -1.9% | +64.2% | -66.2% | -5.5% |
| 6M | -7.4% | +8.3% | -15.7% | -8.3% |
| YTD | +4.1% | +33.4% | -29.3% | +1.5% |
| 1Y | +8.0% | +37.7% | -29.6% | +5.0% |
| 3Y | +48.4% | +236.8% | -188.4% | +34.0% |
| 5Y | +27.2% | +249.3% | -222.0% | +12.7% |
| 10Y | +146.8% | +995.2% | -848.4% | +89.2% |
| All | +1,890.4% | +508.9% | +1,381.5% | +1,214.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling