+96.5%
STM vs THC
+46.1%
+50.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +9.6% | -15.6% | -4.6% |
| 7D | -6.0% | +8.8% | -14.9% | -4.7% |
| 30D | -20.9% | +12.6% | -33.6% | -19.4% |
| 3M | -15.8% | +15.4% | -31.1% | -13.9% |
| 6M | -17.0% | +57.7% | -74.7% | -13.1% |
| YTD | +76.8% | +47.1% | +29.7% | +87.0% |
| 1Y | +96.5% | +40.7% | +55.8% | +108.7% |
| All | +96.5% | +46.1% | +50.4% | +108.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling