+47.9%
XOM vs THC
+44.8%
+3.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +1.6% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | -2.5% | +7.5% | -9.9% | -1.7% |
| 3M | +7.0% | +7.5% | -0.6% | +7.9% |
| 6M | +14.2% | +46.4% | -32.2% | +18.4% |
| YTD | +43.9% | +44.4% | -0.4% | +48.0% |
| 1Y | +47.9% | +43.4% | +4.5% | +52.2% |
| All | +47.9% | +44.8% | +3.1% | +52.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling