+87.2%
STLD vs THC
+40.9%
+46.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | +3.1% | -0.7% | +3.8% | +3.2% |
| 30D | -9.0% | +1.3% | -10.3% | -9.1% |
| 3M | -12.4% | +64.2% | -76.6% | -16.6% |
| 6M | +25.5% | +8.3% | +17.2% | +24.6% |
| YTD | +43.6% | +33.4% | +10.2% | +39.4% |
| 1Y | +87.2% | +37.7% | +49.5% | +80.4% |
| All | +87.2% | +40.9% | +46.3% | +80.4% |
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