+7,161.0%
STRL vs THC
+1,000.2%
+6,160.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.6% | +5.2% | +5.6% |
| 7D | +3.4% | -0.7% | +4.1% | +3.5% |
| 30D | -9.2% | +1.3% | -10.5% | -9.5% |
| 3M | -51.0% | +64.2% | -115.3% | -56.7% |
| 6M | +15.8% | +8.3% | +7.5% | +12.0% |
| YTD | +58.9% | +33.4% | +25.5% | +46.4% |
| 1Y | +68.5% | +37.7% | +30.8% | +54.0% |
| 3Y | +485.2% | +236.8% | +248.4% | +333.2% |
| 5Y | +2,005.1% | +249.3% | +1,755.9% | +1,383.1% |
| All | +7,161.0% | +1,000.2% | +6,160.8% | +3,895.1% |
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 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