+16,011.1%
STX vs THC
+279.7%
+15,731.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.8% | +6.2% |
| 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% | -18.1% |
| 6M | +127.0% | +8.3% | +118.8% | +119.9% |
| YTD | +209.1% | +33.4% | +175.8% | +186.3% |
| 1Y | +365.4% | +37.7% | +327.8% | +327.0% |
| 3Y | +1,135.4% | +236.8% | +898.6% | +828.6% |
| 5Y | +991.5% | +249.3% | +742.2% | +685.5% |
| 10Y | +3,695.8% | +995.2% | +2,700.6% | +1,708.8% |
| All | +16,011.1% | +279.7% | +15,731.4% | +6,604.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling