+251.6%
XLF vs THC
+1,002.8%
-751.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -1.1% |
| 7D | -1.0% | +4.1% | -5.1% | -1.7% |
| 30D | -1.3% | +3.5% | -4.8% | -1.9% |
| 3M | +9.1% | +61.7% | -52.6% | +0.2% |
| 6M | +14.4% | +11.8% | +2.5% | +11.4% |
| YTD | +5.1% | +35.4% | -30.3% | -1.3% |
| 1Y | +8.6% | +37.0% | -28.4% | +1.5% |
| 3Y | +74.4% | +260.1% | -185.6% | +34.2% |
| 5Y | +64.4% | +262.6% | -198.2% | +21.9% |
| 10Y | +251.6% | +1,039.2% | -787.6% | +101.1% |
| All | +251.6% | +1,002.8% | -751.2% | +101.1% |
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