+1,800.1%
THC vs STLA
+21.0%
+1,779.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | +7.5% | -6.4% | +13.8% | +10.1% |
| 30D | +9.6% | -1.3% | +10.9% | +9.6% |
| 3M | +10.3% | -19.9% | +30.2% | +18.1% |
| 6M | +51.8% | -42.9% | +94.7% | +83.2% |
| YTD | +45.4% | -59.4% | +104.8% | +94.8% |
| 1Y | +40.8% | -56.8% | +97.6% | +82.9% |
| 3Y | +448.8% | -73.1% | +521.9% | +701.7% |
| 5Y | +263.4% | -70.1% | +333.5% | +382.4% |
| 10Y | +1,800.1% | +19.8% | +1,780.3% | +2,053.2% |
| All | +1,800.1% | +21.0% | +1,779.1% | +2,053.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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