+37.9%
SHEL vs THC
+40.1%
-2.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.6% | +0.5% |
| 7D | +3.0% | +4.1% | -1.1% | +3.3% |
| 30D | +7.2% | +3.5% | +3.7% | +7.5% |
| 3M | +12.9% | +61.7% | -48.9% | +16.3% |
| 6M | +13.7% | +11.8% | +1.9% | +16.0% |
| YTD | +33.7% | +35.4% | -1.7% | +35.3% |
| 1Y | +37.9% | +37.0% | +0.9% | +39.9% |
| All | +37.9% | +40.1% | -2.2% | +39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling