-4.3%
SHOP vs BAH
+2.1%
-6.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.7% |
| 7D | -2.7% | -1.5% | -1.2% | -2.3% |
| 30D | -11.0% | +17.3% | -28.3% | -15.3% |
| 3M | +0.3% | +14.9% | -14.5% | -4.2% |
| 6M | +37.7% | +14.2% | +23.5% | +32.2% |
| YTD | -5.5% | +5.1% | -10.7% | -7.2% |
| All | -4.3% | +2.1% | -6.4% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling