+37.6%
XOP vs THC
+428.0%
-390.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | +0.1% |
| 7D | -10.0% | +7.5% | -17.5% | -10.4% |
| 30D | -9.1% | +9.6% | -18.6% | -9.6% |
| 3M | +5.1% | +10.3% | -5.2% | +4.4% |
| 6M | +6.4% | +51.8% | -45.4% | +2.6% |
| YTD | +39.7% | +45.4% | -5.7% | +34.3% |
| 1Y | +37.2% | +40.8% | -3.6% | +32.3% |
| 3Y | +37.6% | +448.8% | -411.2% | -7.6% |
| All | +37.6% | +428.0% | -390.3% | -7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling