+7,484.2%
STLD vs THC
+375.0%
+7,109.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.0% | -5.6% | -7.1% |
| 7D | -12.5% | +5.9% | -18.4% | -13.7% |
| 30D | -6.8% | +10.8% | -17.7% | -9.2% |
| 3M | -16.4% | +9.4% | -25.8% | -18.4% |
| 6M | -6.1% | +53.3% | -59.4% | -15.9% |
| YTD | +32.0% | +44.2% | -12.2% | +19.1% |
| 1Y | +45.5% | +37.3% | +8.2% | +32.4% |
| 3Y | +106.5% | +421.6% | -315.1% | +33.8% |
| 5Y | +267.2% | +279.8% | -12.6% | +144.2% |
| 10Y | +878.9% | +1,513.9% | -635.0% | +290.1% |
| All | +7,484.2% | +375.0% | +7,109.2% | +2,260.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling