+8,659.4%
SHOP vs BAH
+269.1%
+8,390.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.4% | +8.0% | +4.9% |
| 7D | -5.4% | -3.5% | -1.9% | -4.5% |
| 30D | -10.3% | +24.3% | -34.6% | -16.4% |
| 3M | +1.0% | +16.3% | -15.3% | -4.2% |
| 6M | +41.2% | +13.6% | +27.6% | +34.3% |
| YTD | -7.5% | +3.5% | -11.0% | -9.9% |
| 1Y | -4.6% | +2.7% | -7.3% | -7.1% |
| 3Y | +146.4% | -26.6% | +173.0% | +154.0% |
| 5Y | -2.5% | +8.5% | -11.1% | -15.0% |
| 10Y | +3,703.6% | +225.1% | +3,478.5% | +2,872.5% |
| All | +8,659.4% | +269.1% | +8,390.3% | +6,371.1% |
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 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