+47.7%
XLE vs THC
+43.7%
+4.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | +5.4% | +1.0% | +4.5% | +5.5% |
| 30D | -3.9% | +5.3% | -9.3% | -3.4% |
| 3M | +7.0% | +7.1% | -0.1% | +7.8% |
| 6M | +14.2% | +46.0% | -31.8% | +17.4% |
| YTD | +48.2% | +43.9% | +4.2% | +51.2% |
| 1Y | +47.7% | +45.4% | +2.2% | +50.8% |
| All | +47.7% | +43.7% | +4.0% | +50.8% |
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 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