+245.8%
THC vs STLA
-64.3%
+310.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.4% |
| 7D | -0.7% | +2.6% | -3.2% | -1.0% |
| 30D | +1.3% | -1.2% | +2.5% | +1.3% |
| 3M | +64.2% | -24.8% | +89.0% | +70.6% |
| 6M | +8.3% | -25.6% | +33.8% | +12.4% |
| YTD | +33.4% | -48.9% | +82.3% | +45.2% |
| 1Y | +37.7% | -38.8% | +76.4% | +43.8% |
| All | +245.8% | -64.3% | +310.1% | +231.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling