+34.1%
XLP vs THC
+250.3%
-216.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -1.0% | -0.7% | -0.4% | -1.0% |
| 30D | -0.9% | +1.3% | -2.1% | -1.0% |
| 3M | +3.8% | +64.2% | -60.4% | -1.4% |
| 6M | -1.7% | +8.3% | -10.0% | -2.9% |
| YTD | +10.3% | +33.4% | -23.1% | +6.5% |
| 1Y | +7.8% | +37.7% | -29.9% | +3.6% |
| 3Y | +27.2% | +236.8% | -209.6% | +8.6% |
| All | +34.1% | +250.3% | -216.2% | +13.9% |
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 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