-1.7%
XLC vs THC
+32.5%
-34.1%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.3% |
| 7D | +0.6% | -2.6% | +3.1% | +0.7% |
| 30D | +0.2% | -1.2% | +1.4% | +0.3% |
| 3M | +0.6% | +58.9% | -58.3% | -2.5% |
| 6M | -4.5% | +9.3% | -13.8% | -5.9% |
| YTD | -4.7% | +30.4% | -35.1% | -6.5% |
| 1Y | -1.7% | +34.6% | -36.3% | -4.0% |
| All | -1.7% | +32.5% | -34.1% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling