+261.8%
XOM vs THC
+258.2%
+3.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.9% | -1.6% | +1.9% |
| 7D | 0.0% | +4.1% | -4.0% | -0.3% |
| 30D | +3.4% | +3.5% | -0.1% | +3.1% |
| 3M | +11.0% | +61.7% | -50.7% | +6.0% |
| 6M | +10.6% | +11.8% | -1.2% | +9.4% |
| YTD | +39.2% | +35.4% | +3.8% | +34.5% |
| 1Y | +52.7% | +37.0% | +15.7% | +47.0% |
| 3Y | +56.8% | +260.1% | -203.3% | +31.2% |
| 5Y | +261.8% | +262.6% | -0.8% | +208.6% |
| All | +261.8% | +258.2% | +3.5% | +208.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling