+12.3%
XLI vs THC
+46.1%
-33.8%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.6% | -10.7% | -1.7% |
| 7D | +0.6% | +8.8% | -8.3% | 0.0% |
| 30D | -0.4% | +12.6% | -13.0% | -1.3% |
| 3M | -8.8% | +15.4% | -24.2% | -9.9% |
| 6M | -0.4% | +57.7% | -58.1% | -4.5% |
| YTD | +10.1% | +47.1% | -37.0% | +6.4% |
| 1Y | +12.3% | +40.7% | -28.4% | +8.8% |
| All | +12.3% | +46.1% | -33.8% | +8.8% |
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