+167.7%
XLB vs THC
+1,325.8%
-1,158.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.6% |
| 7D | -1.4% | +7.5% | -8.8% | -2.5% |
| 30D | +7.1% | +9.6% | -2.5% | +5.4% |
| 3M | +0.6% | +10.3% | -9.6% | -1.2% |
| 6M | +3.5% | +51.8% | -48.3% | -4.0% |
| YTD | +18.2% | +45.4% | -27.2% | +9.8% |
| 1Y | +25.6% | +40.8% | -15.2% | +17.1% |
| 3Y | +46.7% | +448.8% | -402.1% | +6.2% |
| 5Y | +30.9% | +263.4% | -232.5% | -1.7% |
| 10Y | +167.7% | +1,800.1% | -1,632.3% | +50.6% |
| All | +167.7% | +1,325.8% | -1,158.0% | +50.6% |
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 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