+75.2%
XLF vs THC
+253.4%
-178.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.1% |
| 7D | +0.2% | -2.6% | +2.7% | +0.5% |
| 30D | -0.5% | -1.2% | +0.7% | -0.4% |
| 3M | +10.6% | +58.9% | -48.3% | +4.5% |
| 6M | +14.3% | +9.3% | +5.0% | +12.7% |
| YTD | +5.5% | +30.4% | -24.8% | +1.6% |
| 1Y | +9.6% | +34.6% | -25.0% | +4.8% |
| 3Y | +75.2% | +246.7% | -171.5% | +43.9% |
| All | +75.2% | +253.4% | -178.3% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling