+1,076.3%
XLI vs THC
+325.2%
+751.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.0% | +1.8% | +3.5% |
| 7D | -0.5% | +7.5% | -8.0% | -1.6% |
| 30D | -0.2% | +9.6% | -9.8% | -1.6% |
| 3M | -8.6% | +10.3% | -18.8% | -10.0% |
| 6M | -2.0% | +51.8% | -53.8% | -8.4% |
| YTD | +9.7% | +45.4% | -35.7% | +2.8% |
| 1Y | +11.4% | +40.8% | -29.4% | +4.7% |
| 3Y | +74.2% | +448.8% | -374.6% | +32.1% |
| 5Y | +70.0% | +263.4% | -193.4% | +32.8% |
| 10Y | +235.2% | +1,800.1% | -1,564.8% | +88.5% |
| All | +1,076.3% | +325.2% | +751.1% | +509.2% |
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 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