+915.3%
STRL vs THC
+266.8%
+648.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -19.8% | +8.8% | -28.7% | -21.4% |
| 30D | -43.6% | +10.0% | -53.6% | -44.8% |
| 3M | -45.2% | +11.7% | -56.9% | -46.7% |
| 6M | -65.7% | +52.5% | -118.2% | -69.5% |
| YTD | -5.4% | +46.1% | -51.5% | -15.3% |
| 1Y | -24.7% | +49.1% | -73.8% | -32.8% |
| 3Y | +335.0% | +439.6% | -104.6% | +185.4% |
| 5Y | +915.3% | +263.2% | +652.1% | +604.2% |
| All | +915.3% | +266.8% | +648.5% | +604.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling