+1,808.6%
STM vs THC
+709.9%
+1,098.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.1% | +5.5% | +4.6% |
| 7D | -10.7% | +3.7% | -14.4% | -11.5% |
| 30D | -25.7% | +9.0% | -34.8% | -27.2% |
| 3M | -21.6% | +10.4% | -32.0% | -23.4% |
| 6M | -27.8% | +45.7% | -73.5% | -34.1% |
| YTD | +61.8% | +42.6% | +19.2% | +47.4% |
| 1Y | +78.1% | +38.8% | +39.3% | +62.8% |
| 3Y | +4.9% | +418.8% | -413.9% | -27.7% |
| 5Y | -14.3% | +275.7% | -289.9% | -38.9% |
| 10Y | +414.1% | +1,496.2% | -1,082.2% | +140.2% |
| All | +1,808.6% | +709.9% | +1,098.7% | +563.2% |
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 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