+27.1%
SHW vs THC
+238.5%
-211.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -3.2% | -0.7% | -2.6% | -3.1% |
| 30D | -9.5% | +1.3% | -10.8% | -9.8% |
| 3M | +11.5% | +64.2% | -52.8% | +1.7% |
| 6M | -3.5% | +8.3% | -11.8% | -5.8% |
| YTD | +3.7% | +33.4% | -29.7% | -2.3% |
| 1Y | -7.9% | +37.7% | -45.6% | -14.1% |
| All | +27.1% | +238.5% | -211.3% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling