+816.1%
XLB vs THC
+316.9%
+499.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | -1.5% | +3.7% | -5.2% | -2.1% |
| 30D | +6.1% | +9.0% | -3.0% | +4.6% |
| 3M | 0.0% | +10.4% | -10.4% | -1.6% |
| 6M | 0.0% | +45.7% | -45.7% | -6.2% |
| YTD | +16.0% | +42.6% | -26.6% | +8.7% |
| 1Y | +24.7% | +38.8% | -14.0% | +17.1% |
| 3Y | +40.4% | +418.8% | -378.5% | +5.4% |
| 5Y | +30.7% | +275.7% | -245.0% | +0.1% |
| 10Y | +173.3% | +1,496.2% | -1,323.0% | +49.2% |
| All | +816.1% | +316.9% | +499.3% | +353.5% |
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