+169.4%
XLV vs THC
+1,022.1%
-852.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -3.6% | -0.5% | -3.0% | -3.5% |
| 30D | -1.8% | -1.2% | -0.7% | -1.7% |
| 3M | +7.8% | +52.3% | -44.5% | +2.4% |
| 6M | +9.1% | +12.4% | -3.3% | +7.1% |
| YTD | +7.7% | +32.7% | -25.0% | +3.6% |
| 1Y | +20.4% | +36.4% | -15.9% | +15.2% |
| 3Y | +30.8% | +259.3% | -228.5% | +10.1% |
| 5Y | +34.6% | +262.7% | -228.0% | +10.6% |
| All | +169.4% | +1,022.1% | -852.7% | +85.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling