+40.7%
XLC vs THC
+258.4%
-217.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.1% |
| 7D | +3.7% | +1.0% | +2.8% | +3.6% |
| 30D | -1.9% | +5.3% | -7.2% | -2.9% |
| 3M | -3.1% | +7.1% | -10.2% | -4.4% |
| 6M | -6.4% | +46.0% | -52.4% | -13.1% |
| YTD | -6.8% | +43.9% | -50.8% | -13.9% |
| 1Y | -1.7% | +45.4% | -47.1% | -9.5% |
| 3Y | +64.7% | +421.3% | -356.6% | +10.5% |
| All | +40.7% | +258.4% | -217.7% | -1.5% |
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 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