+2,460.3%
SHEL vs THC
+508.9%
+1,951.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | +2.2% | -0.7% | +2.9% | +2.3% |
| 30D | +6.8% | +1.3% | +5.6% | +6.6% |
| 3M | +8.1% | +64.2% | -56.1% | +0.7% |
| 6M | +14.4% | +8.3% | +6.1% | +12.2% |
| YTD | +30.0% | +33.4% | -3.4% | +23.6% |
| 1Y | +33.3% | +37.7% | -4.3% | +25.9% |
| 3Y | +66.4% | +236.8% | -170.3% | +36.3% |
| 5Y | +178.6% | +249.3% | -70.7% | +119.8% |
| 10Y | +198.4% | +995.2% | -796.8% | +85.1% |
| All | +2,460.3% | +508.9% | +1,951.4% | +1,303.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling