+1,081.9%
STLD vs THC
+1,000.2%
+81.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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% | -9.3% |
| 3M | -12.4% | +64.2% | -76.6% | -21.6% |
| 6M | +25.5% | +8.3% | +17.2% | +22.2% |
| YTD | +43.6% | +33.4% | +10.2% | +33.1% |
| 1Y | +87.2% | +37.7% | +49.5% | +71.6% |
| 3Y | +135.2% | +236.8% | -101.6% | +72.0% |
| 5Y | +290.9% | +249.3% | +41.6% | +171.9% |
| All | +1,081.9% | +1,000.2% | +81.6% | +494.5% |
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