-11.2%
SHOP vs BAH
+6.1%
-17.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -1.2% | +1.7% | -2.9% | -1.6% |
| 30D | -14.7% | +20.8% | -35.5% | -18.8% |
| 3M | -7.2% | +11.6% | -18.8% | -10.1% |
| 6M | +54.2% | +23.1% | +31.1% | +45.1% |
| YTD | -8.6% | +5.3% | -13.9% | -10.7% |
| 1Y | +0.5% | +6.1% | -5.6% | -2.2% |
| 3Y | +135.9% | -27.5% | +163.4% | +138.5% |
| All | -11.2% | +6.1% | -17.3% | -33.0% |
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