-69.7%
STRL vs THC
+55.1%
-124.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -2.0% | -11.9% | -14.8% |
| 7D | -34.6% | +5.9% | -40.5% | -31.6% |
| 30D | -56.7% | +10.8% | -67.5% | -53.8% |
| 3M | -54.4% | +9.4% | -63.9% | -51.6% |
| 6M | -69.7% | +53.3% | -122.9% | -64.6% |
| All | -69.7% | +55.1% | -124.8% | -64.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling