+42.4%
XLE vs THC
+49.8%
-7.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +0.9% | +1.9% |
| 7D | -0.2% | +0.2% | -0.5% | -0.2% |
| 30D | -4.0% | +9.0% | -13.0% | -3.2% |
| 3M | +4.6% | +12.9% | -8.3% | +5.8% |
| 6M | +12.3% | +52.8% | -40.5% | +15.8% |
| YTD | +44.5% | +47.4% | -2.9% | +47.8% |
| 1Y | +42.4% | +47.7% | -5.3% | +45.7% |
| All | +42.4% | +49.8% | -7.4% | +45.7% |
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