+135.4%
XLP vs THC
+1,758.3%
-1,622.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | +0.1% |
| 7D | +2.3% | +8.8% | -6.5% | +1.6% |
| 30D | +9.1% | +10.0% | -0.9% | +8.3% |
| 3M | +7.9% | +11.7% | -3.8% | +6.9% |
| 6M | +9.6% | +52.5% | -42.9% | +5.7% |
| YTD | +19.4% | +46.1% | -26.6% | +15.4% |
| 1Y | +22.4% | +49.1% | -26.7% | +17.9% |
| 3Y | +43.2% | +439.6% | -396.5% | +23.3% |
| 5Y | +42.6% | +263.2% | -220.6% | +24.3% |
| 10Y | +135.4% | +1,900.5% | -1,765.1% | +84.9% |
| All | +135.4% | +1,758.3% | -1,622.9% | +84.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling