+526.9%
THC vs SHAK
+47.7%
+479.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.6% |
| 7D | -0.7% | -0.7% | 0.0% | -0.5% |
| 30D | +1.3% | -6.6% | +7.9% | +3.2% |
| 3M | +64.2% | +30.1% | +34.2% | +51.4% |
| 6M | +8.3% | -28.7% | +37.0% | +15.6% |
| YTD | +33.4% | -14.5% | +47.9% | +34.1% |
| 1Y | +37.7% | -31.9% | +69.5% | +47.0% |
| 3Y | +236.8% | -1.0% | +237.7% | +199.6% |
| 5Y | +249.3% | -18.7% | +268.0% | +211.0% |
| 10Y | +995.2% | +98.1% | +897.1% | +602.5% |
| All | +526.9% | +47.7% | +479.2% | +300.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling