+20,418.4%
SHW vs THC
+508.9%
+19,909.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.4% |
| 7D | -3.2% | -0.7% | -2.6% | -3.2% |
| 30D | -9.5% | +1.3% | -10.8% | -9.7% |
| 3M | +11.5% | +64.2% | -52.8% | +4.5% |
| 6M | -3.5% | +8.3% | -11.8% | -4.9% |
| YTD | +3.7% | +33.4% | -29.7% | -0.5% |
| 1Y | -7.9% | +37.7% | -45.6% | -12.3% |
| 3Y | +24.7% | +236.8% | -212.1% | +4.8% |
| 5Y | +13.6% | +249.3% | -235.7% | -7.1% |
| 10Y | +283.0% | +995.2% | -712.3% | +147.5% |
| All | +20,418.4% | +508.9% | +19,909.6% | +10,734.4% |
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