+356.5%
SHW vs THC
+1,325.8%
-969.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.0% | +2.0% | +3.7% |
| 7D | +1.6% | +7.5% | -5.9% | +0.4% |
| 30D | +12.1% | +9.6% | +2.5% | +10.4% |
| 3M | -3.0% | +10.3% | -13.2% | -4.6% |
| 6M | +13.5% | +51.8% | -38.3% | +5.7% |
| YTD | +11.2% | +45.4% | -34.2% | +3.9% |
| 1Y | +6.2% | +40.8% | -34.6% | -0.4% |
| 3Y | +45.6% | +448.8% | -403.2% | +7.9% |
| 5Y | +15.6% | +263.4% | -247.8% | -11.6% |
| 10Y | +356.5% | +1,800.1% | -1,443.6% | +160.8% |
| All | +356.5% | +1,325.8% | -969.3% | +160.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling