+21.0%
STM vs THC
+250.3%
-229.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | +5.8% | -0.7% | +6.4% | +5.9% |
| 30D | -1.0% | +1.3% | -2.3% | -1.4% |
| 3M | -33.3% | +64.2% | -97.5% | -42.2% |
| 6M | +57.4% | +8.3% | +49.1% | +52.5% |
| YTD | +102.2% | +33.4% | +68.8% | +83.2% |
| 1Y | +99.6% | +37.7% | +61.9% | +77.7% |
| 3Y | +14.5% | +236.8% | -222.3% | -26.8% |
| All | +21.0% | +250.3% | -229.3% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling