+45.3%
XOP vs THC
+46.1%
-0.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +9.6% | -16.0% | -5.0% |
| 7D | -10.5% | +8.8% | -19.4% | -9.3% |
| 30D | -4.3% | +12.6% | -17.0% | -2.6% |
| 3M | +4.7% | +15.4% | -10.7% | +7.1% |
| 6M | -0.1% | +57.7% | -57.7% | +6.2% |
| YTD | +43.8% | +47.1% | -3.2% | +50.5% |
| 1Y | +45.3% | +40.7% | +4.6% | +52.2% |
| All | +45.3% | +46.1% | -0.9% | +52.2% |
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