+1,644.1%
THC vs SHAK
+97.6%
+1,546.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -1.3% |
| 7D | +1.0% | +4.3% | -3.3% | -0.4% |
| 30D | +5.3% | +9.0% | -3.7% | +2.3% |
| 3M | +7.1% | +1.8% | +5.3% | +5.6% |
| 6M | +46.0% | +17.3% | +28.7% | +36.7% |
| YTD | +43.9% | -7.6% | +51.6% | +40.0% |
| 1Y | +45.4% | -16.9% | +62.4% | +45.9% |
| 3Y | +421.3% | +35.1% | +386.2% | +303.7% |
| 5Y | +261.5% | -11.3% | +272.7% | +206.4% |
| All | +1,644.1% | +97.6% | +1,546.5% | +971.0% |
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