-10.5%
STRL vs THC
+43.7%
-54.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.1% |
| 7D | +15.7% | +1.0% | +14.7% | +15.7% |
| 30D | -35.5% | +5.3% | -40.8% | -34.9% |
| 3M | -47.1% | +7.1% | -54.2% | -46.7% |
| 6M | -65.8% | +46.0% | -111.8% | -67.0% |
| YTD | -4.5% | +43.9% | -48.5% | -9.5% |
| 1Y | -10.5% | +45.4% | -55.9% | -15.8% |
| All | -10.5% | +43.7% | -54.2% | -15.8% |
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