+19,359.6%
STRL vs THC
+393.3%
+18,966.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.6% | +5.2% | +5.7% |
| 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% | -55.6% |
| 6M | +15.8% | +8.3% | +7.5% | +12.7% |
| YTD | +58.9% | +33.4% | +25.5% | +48.9% |
| 1Y | +68.5% | +37.7% | +30.8% | +56.9% |
| 3Y | +485.2% | +236.8% | +248.4% | +360.7% |
| 5Y | +2,005.1% | +249.3% | +1,755.9% | +1,495.5% |
| 10Y | +7,118.0% | +995.2% | +6,122.7% | +3,985.2% |
| All | +19,359.6% | +393.3% | +18,966.3% | +10,083.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling