+82.5%
XOP vs THC
+828.0%
-745.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | +2.6% | -0.7% | +3.2% | +2.7% |
| 30D | +15.4% | +1.3% | +14.2% | +15.0% |
| 3M | +12.1% | +64.2% | -52.2% | -2.1% |
| 6M | +19.7% | +8.3% | +11.4% | +15.1% |
| YTD | +52.4% | +33.4% | +19.0% | +38.3% |
| 1Y | +47.6% | +37.7% | +9.9% | +32.0% |
| 3Y | +34.4% | +236.8% | -202.4% | -8.0% |
| 5Y | +154.4% | +249.3% | -94.9% | +63.6% |
| 10Y | +54.7% | +995.2% | -940.6% | -35.4% |
| All | +82.5% | +828.0% | -745.5% | -43.0% |
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 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