+2,059.6%
XEL vs THC
+559.0%
+1,500.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.6% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +9.2% | +7.5% | +1.7% | +8.6% |
| 3M | +4.5% | +7.5% | -3.0% | +3.9% |
| 6M | +3.6% | +46.4% | -42.8% | +0.6% |
| YTD | +12.9% | +44.4% | -31.5% | +9.5% |
| 1Y | +4.1% | +43.4% | -39.3% | +0.9% |
| 3Y | +52.3% | +433.3% | -381.0% | +33.2% |
| 5Y | +51.6% | +262.5% | -210.9% | +34.0% |
| 10Y | +185.2% | +1,871.5% | -1,686.3% | +110.6% |
| All | +2,059.6% | +559.0% | +1,500.6% | +1,317.7% |
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