+8,434.7%
SHOP vs THC
+420.0%
+8,014.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -5.1% | -0.7% | -4.5% | -5.0% |
| 30D | +0.6% | +1.3% | -0.7% | +0.2% |
| 3M | +25.0% | +64.2% | -39.2% | +12.0% |
| 6M | +11.9% | +8.3% | +3.6% | +9.1% |
| YTD | -9.9% | +33.4% | -43.2% | -16.6% |
| 1Y | 0.0% | +37.7% | -37.7% | -8.6% |
| 3Y | +117.5% | +236.8% | -119.3% | +61.3% |
| 5Y | -6.6% | +249.3% | -255.9% | -32.9% |
| 10Y | +3,320.3% | +995.2% | +2,325.1% | +1,688.2% |
| All | +8,434.7% | +420.0% | +8,014.7% | +5,471.3% |
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