+784.6%
STRL vs THC
+274.4%
+510.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.7% |
| 7D | -26.9% | +3.7% | -30.6% | -27.7% |
| 30D | -52.7% | +9.0% | -61.7% | -53.7% |
| 3M | -52.8% | +10.4% | -63.2% | -54.0% |
| 6M | -71.5% | +45.7% | -117.1% | -74.4% |
| YTD | -17.4% | +42.6% | -60.0% | -25.7% |
| 1Y | -35.0% | +38.8% | -73.7% | -41.1% |
| 3Y | +239.2% | +418.8% | -179.6% | +124.1% |
| All | +784.6% | +274.4% | +510.2% | +499.1% |
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