+123.8%
STX vs THC
+46.1%
+77.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +9.6% | -17.7% | -7.3% |
| 7D | -20.2% | +8.8% | -29.0% | -19.5% |
| 30D | -37.2% | +12.6% | -49.8% | -36.5% |
| 3M | -34.1% | +15.4% | -49.4% | -33.2% |
| 6M | -24.5% | +57.7% | -82.1% | -25.4% |
| YTD | +102.9% | +47.1% | +55.9% | +105.2% |
| 1Y | +123.8% | +40.7% | +83.1% | +129.5% |
| All | +123.8% | +46.1% | +77.7% | +129.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling