+4,398.3%
XOM vs THC
+566.8%
+3,831.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -7.3% | +8.8% | -16.2% | -8.4% |
| 30D | -2.6% | +10.0% | -12.7% | -3.9% |
| 3M | +3.6% | +11.7% | -8.1% | +2.0% |
| 6M | +15.3% | +52.5% | -37.2% | +8.5% |
| YTD | +39.4% | +46.1% | -6.7% | +31.3% |
| 1Y | +43.2% | +49.1% | -5.9% | +34.2% |
| 3Y | +74.9% | +439.6% | -364.7% | +36.6% |
| 5Y | +201.3% | +263.2% | -61.9% | +140.3% |
| 10Y | +188.5% | +1,900.5% | -1,712.0% | +73.9% |
| All | +4,398.3% | +566.8% | +3,831.5% | +2,314.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling