+49.1%
THC vs STZ
+17.1%
+32.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +8.8% | +5.3% | +3.5% | +8.1% |
| 30D | +10.0% | +19.6% | -9.6% | +8.0% |
| 3M | +11.7% | +10.0% | +1.7% | +10.3% |
| 6M | +52.5% | -0.3% | +52.7% | +50.4% |
| YTD | +46.1% | +8.6% | +37.5% | +42.6% |
| 1Y | +49.1% | +16.6% | +32.5% | +52.8% |
| All | +49.1% | +17.1% | +32.0% | +52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling