-12.3%
SHW vs THC
+32.5%
-44.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.9% |
| 7D | -1.2% | -2.6% | +1.4% | -0.7% |
| 30D | -11.6% | -1.2% | -10.4% | -11.5% |
| 3M | +9.1% | +58.9% | -49.8% | +1.2% |
| 6M | -0.7% | +9.3% | -10.0% | -4.5% |
| YTD | +1.4% | +30.4% | -29.0% | -3.2% |
| 1Y | -12.3% | +34.6% | -46.9% | -19.0% |
| All | -12.3% | +32.5% | -44.7% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling