+8,659.4%
SHOP vs THC
+455.9%
+8,203.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +3.8% |
| 7D | -5.4% | +3.7% | -9.1% | -6.1% |
| 30D | -10.3% | +9.0% | -19.4% | -11.9% |
| 3M | +1.0% | +10.4% | -9.4% | -1.2% |
| 6M | +41.2% | +45.7% | -4.4% | +29.5% |
| YTD | -7.5% | +42.6% | -50.1% | -15.7% |
| 1Y | -4.6% | +38.8% | -43.3% | -12.6% |
| 3Y | +146.4% | +418.8% | -272.4% | +67.2% |
| 5Y | -2.5% | +275.7% | -278.2% | -30.9% |
| 10Y | +3,703.6% | +1,496.2% | +2,207.4% | +1,747.6% |
| All | +8,659.4% | +455.9% | +8,203.5% | +5,536.1% |
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