+3,988.2%
STRL vs THC
+1,325.8%
+2,662.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.0% | +13.0% | +14.6% |
| 7D | -13.3% | +7.5% | -20.8% | -15.1% |
| 30D | -43.3% | +9.6% | -52.9% | -44.8% |
| 3M | -46.9% | +10.3% | -57.1% | -48.4% |
| 6M | -65.6% | +51.8% | -117.4% | -69.5% |
| YTD | -5.1% | +45.4% | -50.5% | -15.1% |
| 1Y | -23.1% | +40.8% | -63.9% | -30.7% |
| 3Y | +346.8% | +448.8% | -102.0% | +190.2% |
| 5Y | +907.2% | +263.4% | +643.8% | +584.2% |
| 10Y | +3,988.2% | +1,800.1% | +2,188.1% | +1,907.2% |
| All | +3,988.2% | +1,325.8% | +2,662.4% | +1,907.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling