+17.2%
XLI vs THC
+40.9%
-23.7%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.4% |
| 7D | -1.1% | -0.7% | -0.4% | -1.0% |
| 30D | -5.9% | +1.3% | -7.2% | -6.1% |
| 3M | -0.3% | +64.2% | -64.5% | -5.0% |
| 6M | +0.1% | +8.3% | -8.1% | -1.2% |
| YTD | +13.6% | +33.4% | -19.8% | +10.4% |
| 1Y | +17.2% | +37.7% | -20.5% | +13.2% |
| All | +17.2% | +40.9% | -23.7% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling