+988.3%
XLE vs THC
+316.9%
+671.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -12.0% | +3.7% | -15.7% | -12.7% |
| 30D | -2.7% | +9.0% | -11.8% | -4.4% |
| 3M | +6.6% | +10.4% | -3.8% | +4.4% |
| 6M | +9.5% | +45.7% | -36.1% | +1.5% |
| YTD | +40.6% | +42.6% | -2.0% | +29.8% |
| 1Y | +43.6% | +38.8% | +4.8% | +32.9% |
| 3Y | +58.1% | +418.8% | -360.7% | +12.7% |
| 5Y | +152.2% | +275.7% | -123.5% | +82.8% |
| 10Y | +172.9% | +1,496.2% | -1,323.3% | +37.8% |
| All | +988.3% | +316.9% | +671.5% | +384.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling