+422.3%
XLF vs THC
+290.0%
+132.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | 0.0% | -0.7% | +0.7% | +0.1% |
| 30D | +0.2% | +1.3% | -1.1% | -0.1% |
| 3M | +11.7% | +64.2% | -52.5% | +1.3% |
| 6M | +13.8% | +8.3% | +5.5% | +11.1% |
| YTD | +7.0% | +33.4% | -26.4% | 0.0% |
| 1Y | +9.1% | +37.7% | -28.5% | +1.1% |
| 3Y | +75.6% | +236.8% | -161.2% | +33.6% |
| 5Y | +66.4% | +249.3% | -182.8% | +20.9% |
| 10Y | +250.3% | +995.2% | -745.0% | +75.0% |
| All | +422.3% | +290.0% | +132.3% | +89.9% |
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 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