+950.1%
THC vs STLA
+48.0%
+902.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -1.1% |
| 7D | -2.6% | +0.7% | -3.3% | -2.8% |
| 30D | -1.2% | -2.4% | +1.2% | -0.7% |
| 3M | +58.9% | -23.9% | +82.8% | +74.4% |
| 6M | +9.3% | -24.6% | +33.9% | +19.3% |
| YTD | +30.4% | -50.5% | +80.9% | +63.9% |
| 1Y | +34.6% | -39.8% | +74.4% | +52.7% |
| 3Y | +246.7% | -65.6% | +312.3% | +362.2% |
| 5Y | +244.5% | -62.1% | +306.6% | +320.0% |
| 10Y | +950.1% | +47.8% | +902.3% | +752.3% |
| All | +950.1% | +48.0% | +902.1% | +752.3% |
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