+820.5%
XLB vs THC
+290.0%
+530.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -1.4% | -0.7% | -0.7% | -1.3% |
| 30D | -0.4% | +1.3% | -1.6% | -0.6% |
| 3M | +2.0% | +64.2% | -62.3% | -5.9% |
| 6M | +1.8% | +8.3% | -6.4% | -0.1% |
| YTD | +16.6% | +33.4% | -16.8% | +10.4% |
| 1Y | +16.9% | +37.7% | -20.7% | +9.9% |
| 3Y | +32.6% | +236.8% | -204.2% | +6.3% |
| 5Y | +35.6% | +249.3% | -213.6% | +5.0% |
| 10Y | +160.0% | +995.2% | -835.2% | +49.9% |
| All | +820.5% | +290.0% | +530.6% | +360.9% |
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