+1,101.4%
XLY vs THC
+295.9%
+805.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.9% | -5.2% | -1.9% |
| 7D | -2.1% | +4.1% | -6.2% | -2.7% |
| 30D | -6.0% | +3.5% | -9.5% | -6.6% |
| 3M | -2.7% | +61.7% | -64.5% | -9.8% |
| 6M | -1.5% | +11.8% | -13.3% | -3.7% |
| YTD | -5.4% | +35.4% | -40.8% | -10.5% |
| 1Y | -3.8% | +37.0% | -40.8% | -9.4% |
| 3Y | +36.6% | +260.1% | -223.5% | +9.4% |
| 5Y | +27.4% | +262.6% | -235.2% | -0.6% |
| 10Y | +218.2% | +1,039.2% | -821.0% | +87.8% |
| All | +1,101.4% | +295.9% | +805.5% | +483.4% |
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