-9.3%
SHOP vs BAH
-2.8%
-6.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.9% | -6.6% | -7.3% |
| 7D | -4.1% | -4.3% | +0.2% | -3.0% |
| 30D | -11.5% | -4.5% | -7.1% | -10.5% |
| 3M | +21.1% | -7.6% | +28.7% | +23.0% |
| 6M | +3.0% | -10.6% | +13.6% | +5.5% |
| YTD | -16.7% | -12.6% | -4.1% | -14.4% |
| 1Y | -8.3% | -27.0% | +18.7% | -2.2% |
| 3Y | +112.8% | -31.5% | +144.3% | +115.5% |
| 5Y | -9.3% | -3.8% | -5.4% | -24.6% |
| All | -9.3% | -2.8% | -6.4% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling