+80.9%
XLI vs THC
+258.2%
-177.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.9% | -5.4% | -2.1% |
| 7D | -0.6% | +4.1% | -4.7% | -1.2% |
| 30D | -6.9% | +3.5% | -10.5% | -7.5% |
| 3M | -1.9% | +61.7% | -63.7% | -9.9% |
| 6M | +1.0% | +11.8% | -10.8% | -1.5% |
| YTD | +11.3% | +35.4% | -24.1% | +4.7% |
| 1Y | +15.8% | +37.0% | -21.2% | +8.4% |
| 3Y | +69.8% | +260.1% | -190.3% | +30.1% |
| 5Y | +80.9% | +262.6% | -181.7% | +36.0% |
| All | +80.9% | +258.2% | -177.4% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling