+3,446.0%
STX vs THC
+976.6%
+2,469.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.8% | +6.3% |
| 7D | +2.4% | -0.7% | +3.0% | +2.5% |
| 30D | +1.4% | +1.3% | +0.1% | +1.1% |
| 3M | -8.2% | +64.2% | -72.5% | -16.4% |
| 6M | +127.0% | +8.3% | +118.8% | +121.5% |
| YTD | +209.1% | +33.4% | +175.8% | +190.5% |
| 1Y | +365.4% | +37.7% | +327.8% | +333.9% |
| 3Y | +1,135.4% | +236.8% | +898.6% | +880.2% |
| 5Y | +991.5% | +249.3% | +742.2% | +736.9% |
| All | +3,446.0% | +976.6% | +2,469.4% | +2,059.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling