+2,071.0%
STX vs THC
+1,325.8%
+745.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.0% | +7.8% | +9.5% |
| 7D | -14.8% | +7.5% | -22.2% | -15.8% |
| 30D | -35.4% | +9.6% | -44.9% | -36.4% |
| 3M | -37.7% | +10.3% | -47.9% | -38.8% |
| 6M | -35.2% | +51.8% | -87.0% | -40.5% |
| YTD | +84.4% | +45.4% | +39.0% | +70.3% |
| 1Y | +82.3% | +40.8% | +41.5% | +69.1% |
| 3Y | +646.2% | +448.8% | +197.4% | +443.5% |
| 5Y | +487.4% | +263.4% | +224.0% | +343.6% |
| 10Y | +2,071.0% | +1,800.1% | +271.0% | +1,169.8% |
| All | +2,071.0% | +1,325.8% | +745.3% | +1,169.8% |
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