+125.5%
STLD vs THC
+450.2%
-324.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.3% | +3.7% |
| 7D | -4.7% | +8.8% | -13.5% | -5.8% |
| 30D | -0.9% | +10.0% | -11.0% | -2.4% |
| 3M | -11.9% | +11.7% | -23.6% | -13.5% |
| 6M | +0.9% | +52.5% | -51.6% | -6.0% |
| YTD | +40.4% | +46.1% | -5.6% | +31.1% |
| 1Y | +56.6% | +49.1% | +7.5% | +45.4% |
| 3Y | +125.5% | +439.6% | -314.2% | +70.1% |
| All | +125.5% | +450.2% | -324.7% | +70.1% |
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