+433.9%
THC vs STZ
-35.6%
+469.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | +0.2% | -0.9% | +1.2% | +0.4% |
| 30D | +9.0% | +14.9% | -5.9% | +6.1% |
| 3M | +12.9% | +8.4% | +4.5% | +11.1% |
| 6M | +52.8% | +2.8% | +50.0% | +51.3% |
| YTD | +47.4% | +7.5% | +39.9% | +43.1% |
| 1Y | +47.7% | +12.5% | +35.2% | +41.5% |
| All | +433.9% | -35.6% | +469.5% | +457.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling