+205.4%
XOM vs THC
+1,813.2%
-1,607.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +2.8% | +1.0% | +1.9% | +2.7% |
| 30D | -3.6% | +5.3% | -8.9% | -4.6% |
| 3M | +8.2% | +7.1% | +1.1% | +6.7% |
| 6M | +14.0% | +46.0% | -32.0% | +5.8% |
| YTD | +44.6% | +43.9% | +0.7% | +33.5% |
| 1Y | +47.8% | +45.4% | +2.3% | +35.8% |
| 3Y | +79.6% | +421.3% | -341.7% | +26.0% |
| 5Y | +214.3% | +261.5% | -47.2% | +126.1% |
| All | +205.4% | +1,813.2% | -1,607.8% | +58.5% |
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