+15.6%
STM vs THC
+436.4%
-420.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.4% |
| 7D | +1.4% | +0.2% | +1.2% | +1.5% |
| 30D | -8.4% | +9.0% | -17.4% | -9.3% |
| 3M | -15.8% | +12.9% | -28.7% | -17.1% |
| 6M | -22.8% | +52.8% | -75.7% | -28.0% |
| YTD | +79.4% | +47.4% | +31.9% | +67.4% |
| 1Y | +97.0% | +47.7% | +49.3% | +83.3% |
| All | +15.6% | +436.4% | -420.8% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling