+35.8%
XLC vs THC
+274.4%
-238.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | +4.9% | +3.7% | +1.2% | +4.2% |
| 30D | -5.8% | +9.0% | -14.9% | -7.3% |
| 3M | -5.4% | +10.4% | -15.8% | -7.2% |
| 6M | -10.2% | +45.7% | -55.8% | -16.6% |
| YTD | -10.2% | +42.6% | -52.7% | -16.8% |
| 1Y | -5.6% | +38.8% | -44.4% | -12.3% |
| 3Y | +61.0% | +418.8% | -357.8% | +8.3% |
| All | +35.8% | +274.4% | -238.5% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling