+561.3%
XLP vs THC
+321.5%
+239.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.6% |
| 7D | +3.5% | +5.9% | -2.4% | +3.0% |
| 30D | +11.6% | +10.8% | +0.7% | +10.6% |
| 3M | +7.6% | +9.4% | -1.8% | +6.8% |
| 6M | +10.0% | +53.3% | -43.2% | +6.0% |
| YTD | +19.7% | +44.2% | -24.4% | +15.7% |
| 1Y | +23.5% | +37.3% | -13.9% | +19.6% |
| 3Y | +44.0% | +421.6% | -377.6% | +23.9% |
| 5Y | +42.7% | +279.8% | -237.1% | +23.7% |
| 10Y | +131.3% | +1,513.9% | -1,382.5% | +66.5% |
| All | +561.3% | +321.5% | +239.8% | +333.5% |
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