-5.6%
SHOP vs THC
+250.3%
-255.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.8% |
| 7D | -5.1% | -0.7% | -4.5% | -4.9% |
| 30D | +0.6% | +1.3% | -0.7% | -0.1% |
| 3M | +25.0% | +64.2% | -39.2% | +2.4% |
| 6M | +11.9% | +8.3% | +3.6% | +7.1% |
| YTD | -9.9% | +33.4% | -43.2% | -22.0% |
| 1Y | 0.0% | +37.7% | -37.7% | -15.6% |
| 3Y | +117.5% | +236.8% | -119.3% | +13.4% |
| All | -5.6% | +250.3% | -255.9% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling