+215.1%
XLF vs THC
+1,818.8%
-1,603.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.4% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +6.2% | +7.5% | -1.3% | +4.8% |
| 3M | +0.9% | +7.5% | -6.7% | -0.6% |
| 6M | +13.6% | +46.4% | -32.8% | +5.5% |
| YTD | +7.6% | +44.4% | -36.8% | -0.5% |
| 1Y | +10.2% | +43.4% | -33.3% | +1.8% |
| 3Y | +79.8% | +433.3% | -353.5% | +26.9% |
| 5Y | +58.0% | +262.5% | -204.5% | +15.3% |
| All | +215.1% | +1,818.8% | -1,603.7% | +67.9% |
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