-35.0%
STRL vs THC
+35.6%
-70.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.4% |
| 7D | -26.9% | +3.7% | -30.6% | -26.3% |
| 30D | -52.7% | +9.0% | -61.7% | -52.4% |
| 3M | -52.8% | +10.4% | -63.2% | -52.6% |
| 6M | -71.5% | +45.7% | -117.1% | -72.8% |
| YTD | -17.4% | +42.6% | -60.0% | -22.2% |
| 1Y | -35.0% | +38.8% | -73.7% | -37.9% |
| All | -35.0% | +35.6% | -70.6% | -37.9% |
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