+256.5%
THC vs STZ
-29.4%
+285.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | +1.0% | +2.6% | -1.6% | 0.0% |
| 30D | +5.3% | +15.2% | -9.9% | +0.1% |
| 3M | +7.1% | +7.6% | -0.5% | +4.1% |
| 6M | +46.0% | +5.3% | +40.8% | +42.4% |
| YTD | +43.9% | +8.6% | +35.3% | +36.1% |
| 1Y | +45.4% | +15.6% | +29.9% | +33.3% |
| 3Y | +421.3% | -35.2% | +456.4% | +508.5% |
| All | +256.5% | -29.4% | +285.9% | +284.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling