+9,673.6%
STRL vs THC
+433.1%
+9,240.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -2.0% | -11.9% | -13.5% |
| 7D | -34.6% | +5.9% | -40.5% | -35.5% |
| 30D | -56.7% | +10.8% | -67.5% | -57.6% |
| 3M | -54.4% | +9.4% | -63.9% | -55.4% |
| 6M | -69.7% | +53.3% | -122.9% | -72.4% |
| YTD | -20.2% | +44.2% | -64.4% | -26.6% |
| 1Y | -40.6% | +37.3% | -77.9% | -44.9% |
| 3Y | +221.7% | +421.6% | -199.9% | +134.6% |
| 5Y | +799.0% | +279.8% | +519.2% | +568.9% |
| 10Y | +3,451.5% | +1,513.9% | +1,937.6% | +1,787.8% |
| All | +9,673.6% | +433.1% | +9,240.5% | +4,919.0% |
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