+66.5%
STX vs THC
+35.6%
+30.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.3% |
| 7D | -28.5% | +3.7% | -32.2% | -28.1% |
| 30D | -42.9% | +9.0% | -52.0% | -42.4% |
| 3M | -45.9% | +10.4% | -56.3% | -45.3% |
| 6M | -41.3% | +45.7% | -87.0% | -41.1% |
| YTD | +67.9% | +42.6% | +25.4% | +69.4% |
| 1Y | +66.5% | +38.8% | +27.8% | +69.1% |
| All | +66.5% | +35.6% | +30.9% | +69.1% |
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 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