+89.4%
STM vs THC
+50.5%
+38.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.0% | +4.8% | +7.0% |
| 7D | -5.6% | +7.5% | -13.1% | -4.4% |
| 30D | -14.4% | +9.6% | -24.0% | -13.1% |
| 3M | -20.5% | +10.3% | -30.7% | -19.1% |
| 6M | -24.5% | +51.8% | -76.3% | -20.6% |
| YTD | +72.7% | +45.4% | +27.3% | +82.7% |
| All | +89.4% | +50.5% | +38.9% | +99.5% |
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