+444.1%
STM vs THC
+1,758.3%
-1,314.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.3% |
| 7D | -7.9% | +8.8% | -16.8% | -9.6% |
| 30D | -14.1% | +10.0% | -24.2% | -16.1% |
| 3M | -17.6% | +11.7% | -29.3% | -19.8% |
| 6M | -24.2% | +52.5% | -76.7% | -32.0% |
| YTD | +73.3% | +46.1% | +27.2% | +55.9% |
| 1Y | +90.1% | +49.1% | +41.0% | +69.9% |
| 3Y | +10.3% | +439.6% | -429.3% | -28.1% |
| 5Y | -5.7% | +263.2% | -268.9% | -35.3% |
| 10Y | +444.1% | +1,900.5% | -1,456.4% | +163.4% |
| All | +444.1% | +1,758.3% | -1,314.2% | +163.4% |
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