+258.8%
STLD vs THC
+274.4%
-15.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.5% | +0.6% |
| 7D | -11.1% | +3.7% | -14.8% | -11.8% |
| 30D | -4.8% | +9.0% | -13.8% | -6.4% |
| 3M | -14.6% | +10.4% | -25.0% | -16.4% |
| 6M | -7.4% | +45.7% | -53.1% | -14.4% |
| YTD | +32.6% | +42.6% | -10.0% | +22.3% |
| 1Y | +47.3% | +38.8% | +8.6% | +36.3% |
| 3Y | +107.5% | +418.8% | -311.3% | +41.8% |
| All | +258.8% | +274.4% | -15.6% | +160.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling