+2,108.4%
STX vs THC
+1,879.5%
+228.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.9% | +9.1% | +9.8% |
| 7D | -1.0% | +0.2% | -1.2% | -0.9% |
| 30D | -26.8% | +9.0% | -35.8% | -27.8% |
| 3M | -32.7% | +12.9% | -45.6% | -34.2% |
| 6M | -33.7% | +52.8% | -86.6% | -39.2% |
| YTD | +101.0% | +47.4% | +53.6% | +85.2% |
| 1Y | +92.7% | +47.7% | +45.0% | +77.4% |
| 3Y | +708.7% | +444.7% | +264.1% | +488.9% |
| 5Y | +504.0% | +269.3% | +234.7% | +354.4% |
| 10Y | +2,108.4% | +1,913.5% | +194.8% | +1,157.8% |
| All | +2,108.4% | +1,879.5% | +228.8% | +1,157.8% |
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