+1,762.8%
THC vs STZ
+9.8%
+1,753.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.1% |
| 7D | +3.7% | +4.9% | -1.2% | +0.9% |
| 30D | +9.0% | +20.9% | -11.8% | -2.5% |
| 3M | +10.4% | +8.0% | +2.4% | +5.0% |
| 6M | +45.7% | -5.3% | +51.0% | +48.3% |
| YTD | +42.6% | +5.9% | +36.7% | +32.6% |
| 1Y | +38.8% | +14.2% | +24.5% | +22.2% |
| 3Y | +418.8% | -37.0% | +455.8% | +543.0% |
| 5Y | +275.7% | -29.7% | +305.4% | +325.0% |
| All | +1,762.8% | +9.8% | +1,753.0% | +1,607.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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