+636.0%
THC vs STZ
+9,621.1%
-8,985.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -0.7% | -1.9% | +1.3% | -0.1% |
| 30D | +1.3% | -1.9% | +3.1% | +1.8% |
| 3M | +64.2% | -6.2% | +70.5% | +67.0% |
| 6M | +8.3% | -14.0% | +22.3% | +12.4% |
| YTD | +33.4% | -5.1% | +38.5% | +33.9% |
| 1Y | +37.7% | -9.6% | +47.2% | +39.7% |
| 3Y | +236.8% | -47.2% | +284.0% | +295.8% |
| 5Y | +249.3% | -33.6% | +282.8% | +284.1% |
| 10Y | +995.2% | -9.8% | +1,005.0% | +1,028.3% |
| All | +636.0% | +9,621.1% | -8,985.1% | +162.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling