+1,117.4%
XLI vs THC
+290.0%
+827.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -1.1% | -0.7% | -0.4% | -1.0% |
| 30D | -5.9% | +1.3% | -7.2% | -6.2% |
| 3M | -0.3% | +64.2% | -64.5% | -7.6% |
| 6M | +0.1% | +8.3% | -8.1% | -1.7% |
| YTD | +13.6% | +33.4% | -19.8% | +7.9% |
| 1Y | +17.2% | +37.7% | -20.5% | +10.5% |
| 3Y | +68.2% | +236.8% | -168.6% | +36.7% |
| 5Y | +80.7% | +249.3% | -168.5% | +42.0% |
| 10Y | +253.3% | +995.2% | -742.0% | +112.0% |
| All | +1,117.4% | +290.0% | +827.5% | +539.4% |
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