+1,727.7%
STM vs THC
+718.9%
+1,008.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -2.0% | -10.4% | -12.0% |
| 7D | -20.1% | +5.9% | -26.0% | -21.1% |
| 30D | -32.0% | +10.8% | -42.8% | -33.5% |
| 3M | -24.2% | +9.4% | -33.6% | -25.8% |
| 6M | -29.9% | +53.3% | -83.2% | -36.7% |
| YTD | +54.9% | +44.2% | +10.7% | +40.9% |
| 1Y | +68.0% | +37.3% | +30.7% | +53.9% |
| 3Y | -0.1% | +421.6% | -421.7% | -31.3% |
| 5Y | -17.9% | +279.8% | -297.7% | -41.6% |
| 10Y | +392.2% | +1,513.9% | -1,121.6% | +129.5% |
| All | +1,727.7% | +718.9% | +1,008.8% | +533.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling