+8,434.7%
SHOP vs BAH
+214.8%
+8,219.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.1% |
| 7D | -5.1% | -3.2% | -1.9% | -4.2% |
| 30D | +0.6% | +2.0% | -1.4% | -0.1% |
| 3M | +25.0% | -7.6% | +32.7% | +27.3% |
| 6M | +11.9% | -5.7% | +17.6% | +13.0% |
| YTD | -9.9% | -11.7% | +1.9% | -7.3% |
| 1Y | 0.0% | -27.4% | +27.3% | +8.4% |
| 3Y | +117.5% | -32.5% | +150.0% | +129.9% |
| 5Y | -6.6% | -3.3% | -3.3% | -15.5% |
| 10Y | +3,320.3% | +186.0% | +3,134.3% | +2,738.5% |
| All | +8,434.7% | +214.8% | +8,219.9% | +6,557.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling