+504.0%
STRL vs THC
+238.5%
+265.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -57.6% |
| 6M | +15.8% | +8.3% | +7.5% | +12.9% |
| YTD | +58.9% | +33.4% | +25.5% | +45.5% |
| 1Y | +68.5% | +37.7% | +30.8% | +52.6% |
| All | +504.0% | +238.5% | +265.6% | +366.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling