+782.2%
STLD vs THC
+1,325.8%
-543.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +1.6% |
| 7D | -9.7% | +7.5% | -17.1% | -11.2% |
| 30D | -4.5% | +9.6% | -14.1% | -6.7% |
| 3M | -13.1% | +10.3% | -23.3% | -15.3% |
| 6M | -2.8% | +51.8% | -54.6% | -12.6% |
| YTD | +35.3% | +45.4% | -10.1% | +22.0% |
| 1Y | +51.4% | +40.8% | +10.6% | +37.1% |
| 3Y | +117.9% | +448.8% | -330.9% | +38.4% |
| 5Y | +272.6% | +263.4% | +9.2% | +149.6% |
| 10Y | +782.2% | +1,800.1% | -1,017.9% | +290.4% |
| All | +782.2% | +1,325.8% | -543.6% | +290.4% |
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 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