+256.5%
THC vs STLA
-74.6%
+331.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | +1.0% | -13.8% | +14.7% | +4.7% |
| 30D | +5.3% | -10.5% | +15.9% | +8.0% |
| 3M | +7.1% | -28.9% | +36.0% | +15.7% |
| 6M | +46.0% | -49.7% | +95.8% | +71.9% |
| YTD | +43.9% | -64.9% | +108.9% | +83.6% |
| 1Y | +45.4% | -64.0% | +109.5% | +83.5% |
| 3Y | +421.3% | -77.4% | +498.7% | +615.6% |
| All | +256.5% | -74.6% | +331.1% | +330.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling