-11.2%
SHOP vs DHI
-21.2%
+10.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.3% |
| 7D | -11.2% | -3.4% | -7.8% | -10.4% |
| 30D | -14.4% | -5.4% | -8.9% | -13.1% |
| 3M | +16.6% | -10.4% | +27.0% | +19.4% |
| 6M | -0.6% | -2.8% | +2.2% | -1.1% |
| YTD | -20.0% | -3.4% | -16.6% | -20.8% |
| 1Y | -11.2% | -22.9% | +11.7% | -7.4% |
| All | -11.2% | -21.2% | +10.0% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 1y: compounded portfolio wealth divided by compounded DHI 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…
1y analysis · Full analysis span regression · 6 months rolling