+166.9%
XLE vs THC
+258.4%
-91.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | +5.4% | +1.0% | +4.5% | +5.3% |
| 30D | -3.9% | +5.3% | -9.3% | -4.5% |
| 3M | +7.0% | +7.1% | -0.1% | +6.1% |
| 6M | +14.2% | +46.0% | -31.8% | +8.9% |
| YTD | +48.2% | +43.9% | +4.2% | +40.7% |
| 1Y | +47.7% | +45.4% | +2.2% | +39.8% |
| 3Y | +70.0% | +421.3% | -351.3% | +30.2% |
| All | +166.9% | +258.4% | -91.5% | +113.3% |
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