-4.9%
SHOP vs THC
+46.1%
-51.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +9.6% | -2.2% | +6.0% |
| 7D | -9.0% | +8.8% | -17.9% | -10.1% |
| 30D | -4.4% | +12.6% | -17.1% | -5.8% |
| 3M | +24.1% | +15.4% | +8.7% | +22.0% |
| 6M | +20.0% | +57.7% | -37.7% | +16.8% |
| YTD | -4.9% | +47.1% | -52.0% | -6.3% |
| 1Y | -4.9% | +40.7% | -45.6% | -5.2% |
| All | -4.9% | +46.1% | -51.1% | -5.2% |
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