+4,261.5%
XOM vs THC
+508.9%
+3,752.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | +1.8% | -0.7% | +2.4% | +1.8% |
| 30D | +5.9% | +1.3% | +4.6% | +5.6% |
| 3M | +5.6% | +64.2% | -58.7% | -1.3% |
| 6M | +7.9% | +8.3% | -0.4% | +5.9% |
| YTD | +35.2% | +33.4% | +1.8% | +29.0% |
| 1Y | +46.0% | +37.7% | +8.3% | +38.3% |
| 3Y | +55.0% | +236.8% | -181.8% | +28.5% |
| 5Y | +246.3% | +249.3% | -2.9% | +177.5% |
| 10Y | +181.0% | +995.2% | -814.3% | +79.7% |
| All | +4,261.5% | +508.9% | +3,752.7% | +2,271.5% |
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 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