+253.0%
THC vs SHAK
+3.1%
+249.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.7% |
| 7D | -2.6% | -0.3% | -2.2% | -2.5% |
| 30D | -1.2% | -5.2% | +4.1% | -0.1% |
| 3M | +58.9% | +27.3% | +31.7% | +51.1% |
| 6M | +9.3% | -27.9% | +37.2% | +13.8% |
| YTD | +30.4% | -17.0% | +47.3% | +31.0% |
| 1Y | +34.6% | -30.9% | +65.5% | +40.3% |
| All | +253.0% | +3.1% | +249.9% | +186.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling