+896.5%
XLV vs THC
+295.9%
+600.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -0.7% |
| 7D | -3.7% | +4.1% | -7.8% | -4.1% |
| 30D | -1.1% | +3.5% | -4.6% | -1.5% |
| 3M | +8.2% | +61.7% | -53.5% | +2.5% |
| 6M | +8.9% | +11.8% | -2.9% | +7.1% |
| YTD | +8.5% | +35.4% | -26.9% | +4.3% |
| 1Y | +22.3% | +37.0% | -14.7% | +17.2% |
| 3Y | +32.6% | +260.1% | -227.4% | +12.7% |
| 5Y | +34.4% | +262.6% | -228.2% | +11.5% |
| 10Y | +175.4% | +1,039.2% | -863.8% | +84.2% |
| All | +896.5% | +295.9% | +600.6% | +528.8% |
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