+207.4%
SHEL vs THC
+1,021.1%
-813.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.7% |
| 7D | +3.9% | 0.0% | +3.9% | +3.9% |
| 30D | +7.0% | +1.5% | +5.4% | +6.6% |
| 3M | +12.5% | +59.9% | -47.4% | +3.0% |
| 6M | +14.8% | +11.0% | +3.8% | +11.5% |
| YTD | +34.2% | +32.6% | +1.6% | +25.7% |
| 1Y | +37.0% | +37.4% | -0.4% | +27.0% |
| 3Y | +70.9% | +252.5% | -181.7% | +28.4% |
| 5Y | +192.5% | +262.3% | -69.8% | +108.3% |
| All | +207.4% | +1,021.1% | -813.7% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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