+69.7%
SHEL vs THC
+253.4%
-183.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +2.6% |
| 7D | +1.9% | -2.6% | +4.5% | +2.0% |
| 30D | +8.7% | -1.2% | +9.8% | +8.7% |
| 3M | +11.0% | +58.9% | -48.0% | +8.4% |
| 6M | +14.6% | +9.3% | +5.2% | +14.4% |
| YTD | +33.3% | +30.4% | +2.9% | +31.0% |
| 1Y | +37.9% | +34.6% | +3.3% | +34.8% |
| 3Y | +69.7% | +246.7% | -176.9% | +55.9% |
| All | +69.7% | +253.4% | -183.7% | +55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling