+103.1%
STT vs THC
+258.4%
-155.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | +4.8% | +1.0% | +3.8% | +4.6% |
| 30D | +3.9% | +5.3% | -1.4% | +2.8% |
| 3M | -8.2% | +7.1% | -15.3% | -9.6% |
| 6M | +15.6% | +46.0% | -30.4% | +5.8% |
| YTD | +37.6% | +43.9% | -6.3% | +25.3% |
| 1Y | +50.1% | +45.4% | +4.7% | +36.0% |
| 3Y | +183.1% | +421.3% | -238.2% | +76.6% |
| All | +103.1% | +258.4% | -155.3% | +38.3% |
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