+163.9%
XLE vs THC
+1,758.3%
-1,594.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -6.7% | +8.8% | -15.5% | -8.5% |
| 30D | -4.4% | +10.0% | -14.5% | -6.5% |
| 3M | +4.0% | +11.7% | -7.7% | +1.3% |
| 6M | +13.2% | +52.5% | -39.3% | +2.3% |
| YTD | +41.9% | +46.1% | -4.2% | +28.3% |
| 1Y | +41.6% | +49.1% | -7.5% | +27.1% |
| 3Y | +64.0% | +439.6% | -375.7% | +6.1% |
| 5Y | +158.1% | +263.2% | -105.0% | +73.4% |
| 10Y | +163.9% | +1,900.5% | -1,736.5% | +15.8% |
| All | +163.9% | +1,758.3% | -1,594.4% | +15.8% |
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