+50.2%
XOP vs THC
+952.2%
-902.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +3.9% | +2.2% |
| 7D | +0.6% | -2.6% | +3.2% | +1.2% |
| 30D | +16.5% | -1.2% | +17.7% | +16.8% |
| 3M | +15.7% | +58.9% | -43.2% | +1.4% |
| 6M | +19.2% | +9.3% | +9.9% | +14.3% |
| YTD | +55.0% | +30.4% | +24.6% | +40.8% |
| 1Y | +54.2% | +34.6% | +19.6% | +38.0% |
| 3Y | +35.9% | +246.7% | -210.8% | -10.4% |
| 5Y | +162.4% | +244.5% | -82.1% | +63.1% |
| 10Y | +50.2% | +950.1% | -899.9% | -35.0% |
| All | +50.2% | +952.2% | -902.1% | -35.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling