+972.3%
THC vs SHAK
+81.5%
+890.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.4% |
| 7D | 0.0% | -11.0% | +11.0% | +3.5% |
| 30D | +1.5% | -14.0% | +15.6% | +6.2% |
| 3M | +59.9% | +13.3% | +46.6% | +52.6% |
| 6M | +11.0% | -35.3% | +46.3% | +22.5% |
| YTD | +32.6% | -24.0% | +56.6% | +37.9% |
| 1Y | +37.4% | -36.7% | +74.1% | +50.4% |
| 3Y | +252.5% | -5.4% | +257.9% | +210.0% |
| 5Y | +262.3% | -24.9% | +287.2% | +222.3% |
| All | +972.3% | +81.5% | +890.8% | +623.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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