+12.2%
SHW vs THC
+274.4%
-262.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.2% |
| 7D | +3.5% | +3.7% | -0.2% | +2.7% |
| 30D | +9.2% | +9.0% | +0.2% | +7.3% |
| 3M | -5.1% | +10.4% | -15.5% | -7.1% |
| 6M | +6.8% | +45.7% | -38.8% | -1.5% |
| YTD | +7.0% | +42.6% | -35.6% | -1.4% |
| 1Y | +4.1% | +38.8% | -34.7% | -3.7% |
| 3Y | +41.1% | +418.8% | -377.8% | -3.9% |
| All | +12.2% | +274.4% | -262.1% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling