+174.3%
XLE vs THC
+1,000.2%
-826.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | +2.2% | -0.7% | +2.9% | +2.3% |
| 30D | +11.8% | +1.3% | +10.5% | +11.4% |
| 3M | +9.8% | +64.2% | -54.4% | -1.5% |
| 6M | +15.6% | +8.3% | +7.3% | +12.3% |
| YTD | +45.3% | +33.4% | +11.9% | +34.6% |
| 1Y | +48.3% | +37.7% | +10.6% | +35.8% |
| 3Y | +55.4% | +236.8% | -181.3% | +13.2% |
| 5Y | +216.1% | +249.3% | -33.2% | +116.7% |
| All | +174.3% | +1,000.2% | -826.0% | +35.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling