+481.0%
STX vs THC
+258.8%
+222.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.8% |
| 7D | +16.8% | +0.1% | +16.7% | +16.9% |
| 30D | -27.0% | +7.5% | -34.5% | -28.1% |
| 3M | -37.9% | +7.5% | -45.4% | -38.9% |
| 6M | -32.5% | +46.4% | -78.9% | -38.9% |
| YTD | +98.6% | +44.4% | +54.2% | +79.6% |
| 1Y | +93.6% | +43.4% | +50.1% | +75.3% |
| 3Y | +699.1% | +433.3% | +265.8% | +410.7% |
| 5Y | +481.0% | +262.5% | +218.5% | +296.9% |
| All | +481.0% | +258.8% | +222.3% | +296.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling