+53.4%
XOM vs THC
+253.4%
-200.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.9% |
| 7D | -2.4% | -2.6% | +0.2% | -2.2% |
| 30D | +5.7% | -1.2% | +6.8% | +5.7% |
| 3M | +6.6% | +58.9% | -52.4% | +3.4% |
| 6M | +7.7% | +9.3% | -1.7% | +7.5% |
| YTD | +36.2% | +30.4% | +5.8% | +33.4% |
| 1Y | +50.5% | +34.6% | +15.9% | +46.5% |
| 3Y | +53.4% | +246.7% | -193.3% | +24.1% |
| All | +53.4% | +253.4% | -200.1% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling