+124.0%
SHOP vs BAH
-32.4%
+156.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.2% |
| 7D | -5.1% | -3.2% | -1.9% | -4.5% |
| 30D | +0.6% | +2.0% | -1.4% | +0.1% |
| 3M | +25.0% | -7.6% | +32.7% | +26.8% |
| 6M | +11.9% | -5.7% | +17.6% | +12.9% |
| YTD | -9.9% | -11.7% | +1.9% | -7.9% |
| 1Y | 0.0% | -27.4% | +27.3% | +4.8% |
| All | +124.0% | -32.4% | +156.3% | +117.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling