+262.5%
THC vs SHAK
-13.2%
+275.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.1% | -1.3% |
| 7D | +0.1% | +4.1% | -4.0% | -1.0% |
| 30D | +7.5% | +2.3% | +5.2% | +6.7% |
| 3M | +7.5% | -0.2% | +7.8% | +6.9% |
| 6M | +46.4% | +10.1% | +36.4% | +41.0% |
| YTD | +44.4% | -10.5% | +54.8% | +42.1% |
| 1Y | +43.4% | -22.4% | +65.8% | +46.7% |
| 3Y | +433.3% | +32.1% | +401.2% | +313.9% |
| 5Y | +262.5% | -14.0% | +276.5% | +208.1% |
| All | +262.5% | -13.2% | +275.7% | +208.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling