+35.7%
XLV vs THC
+257.8%
-222.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.3% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | -1.4% | +1.5% | -2.9% | -1.6% |
| 3M | +8.9% | +59.9% | -51.0% | +2.0% |
| 6M | +9.1% | +11.0% | -1.9% | +7.0% |
| YTD | +7.9% | +32.6% | -24.6% | +3.2% |
| 1Y | +22.7% | +37.4% | -14.6% | +16.5% |
| 3Y | +31.9% | +252.5% | -220.6% | +7.4% |
| All | +35.7% | +257.8% | -222.1% | +9.3% |
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 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