0.0%
SHOP vs HAL
+74.7%
-74.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.7% |
| 7D | -5.1% | +2.9% | -8.0% | -4.6% |
| 30D | +0.6% | +17.0% | -16.5% | +3.7% |
| 3M | +25.0% | -9.7% | +34.7% | +25.7% |
| 6M | +11.9% | +8.6% | +3.3% | +13.8% |
| YTD | -9.9% | +33.0% | -42.9% | -9.0% |
| 1Y | 0.0% | +68.3% | -68.4% | +4.9% |
| All | 0.0% | +74.7% | -74.7% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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