-11.2%
SHOP vs DHR
+3.6%
-14.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -11.2% | -3.6% | -7.6% | -9.7% |
| 30D | -14.4% | -2.7% | -11.6% | -13.2% |
| 3M | +16.6% | +10.9% | +5.7% | +10.8% |
| 6M | -0.6% | +3.0% | -3.6% | -3.1% |
| YTD | -20.0% | -12.2% | -7.8% | -19.1% |
| 1Y | -11.2% | +3.3% | -14.5% | -12.5% |
| All | -11.2% | +3.6% | -14.8% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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