+48.2%
XLU vs THC
+258.2%
-210.0%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.0% | -1.5% |
| 7D | +0.6% | +4.1% | -3.4% | +0.3% |
| 30D | -0.4% | +3.5% | -4.0% | -0.8% |
| 3M | -1.7% | +61.7% | -63.5% | -6.5% |
| 6M | -7.1% | +11.8% | -19.0% | -8.3% |
| YTD | +1.9% | +35.4% | -33.5% | -1.6% |
| 1Y | +6.1% | +37.0% | -30.9% | +2.1% |
| All | +48.2% | +258.2% | -210.0% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling