+32.9%
XLV vs THC
+46.1%
-13.2%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.6% | -6.5% | +1.9% |
| 7D | +5.5% | +8.8% | -3.3% | +4.4% |
| 30D | +13.3% | +12.6% | +0.7% | +11.7% |
| 3M | +17.4% | +15.4% | +2.1% | +15.4% |
| 6M | +32.1% | +57.7% | -25.5% | +25.6% |
| YTD | +24.0% | +47.1% | -23.0% | +19.0% |
| 1Y | +32.9% | +40.7% | -7.8% | +28.0% |
| All | +32.9% | +46.1% | -13.2% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling