-11.2%
SHOP vs THC
+258.4%
-269.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -1.2% | +1.0% | -2.2% | -1.6% |
| 30D | -14.7% | +5.3% | -20.0% | -16.4% |
| 3M | -7.2% | +7.1% | -14.3% | -9.9% |
| 6M | +54.2% | +46.0% | +8.1% | +31.3% |
| YTD | -8.6% | +43.9% | -52.6% | -23.5% |
| 1Y | +0.5% | +45.4% | -44.9% | -16.5% |
| 3Y | +135.9% | +421.3% | -285.3% | -2.3% |
| All | -11.2% | +258.4% | -269.6% | -59.4% |
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 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