+429.4%
XLF vs THC
+320.8%
+108.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +2.7% | +1.0% | +1.7% | +2.5% |
| 30D | +7.6% | +5.3% | +2.3% | +6.5% |
| 3M | +1.1% | +7.1% | -6.0% | -0.4% |
| 6M | +15.9% | +46.0% | -30.1% | +7.2% |
| YTD | +8.4% | +43.9% | -35.5% | -0.1% |
| 1Y | +12.5% | +45.4% | -32.9% | +3.2% |
| 3Y | +81.6% | +421.3% | -339.7% | +27.4% |
| 5Y | +59.3% | +261.5% | -202.2% | +15.2% |
| 10Y | +225.4% | +1,865.8% | -1,640.4% | +47.6% |
| All | +429.4% | +320.8% | +108.5% | +89.5% |
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