-24.4%
STRL vs THC
+50.5%
-74.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.0% | +13.0% | +15.1% |
| 7D | -13.3% | +7.5% | -20.8% | -12.7% |
| 30D | -43.3% | +9.6% | -52.9% | -42.9% |
| 3M | -46.9% | +10.3% | -57.1% | -46.5% |
| 6M | -65.6% | +51.8% | -117.4% | -67.6% |
| YTD | -5.1% | +45.4% | -50.5% | -10.9% |
| All | -24.4% | +50.5% | -74.9% | -30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling