+35.2%
XOP vs THC
+50.5%
-15.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | +0.5% |
| 7D | -10.0% | +7.5% | -17.5% | -8.9% |
| 30D | -9.1% | +9.6% | -18.6% | -7.7% |
| 3M | +5.1% | +10.3% | -5.2% | +6.8% |
| 6M | +6.4% | +51.8% | -45.4% | +12.4% |
| YTD | +39.7% | +45.4% | -5.7% | +45.5% |
| All | +35.2% | +50.5% | -15.3% | +40.4% |
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