+52.7%
XOM vs THC
+40.1%
+12.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.9% | -1.6% | +2.5% |
| 7D | 0.0% | +4.1% | -4.0% | +0.3% |
| 30D | +3.4% | +3.5% | -0.1% | +3.7% |
| 3M | +11.0% | +61.7% | -50.7% | +14.5% |
| 6M | +10.6% | +11.8% | -1.2% | +13.4% |
| YTD | +39.2% | +35.4% | +3.8% | +41.7% |
| 1Y | +52.7% | +37.0% | +15.7% | +56.5% |
| All | +52.7% | +40.1% | +12.6% | +56.5% |
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 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