+42.7%
XLP vs THC
+287.8%
-245.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.5% |
| 7D | +3.5% | +5.9% | -2.4% | +2.8% |
| 30D | +11.6% | +10.8% | +0.7% | +10.3% |
| 3M | +7.6% | +9.4% | -1.8% | +6.6% |
| 6M | +10.0% | +53.3% | -43.2% | +5.0% |
| YTD | +19.7% | +44.2% | -24.4% | +14.7% |
| 1Y | +23.5% | +37.3% | -13.9% | +18.7% |
| 3Y | +44.0% | +421.6% | -377.6% | +16.8% |
| 5Y | +42.7% | +279.8% | -237.1% | +18.6% |
| All | +42.7% | +287.8% | -245.1% | +18.6% |
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