+2,989.4%
SHOP vs HAL
+3.0%
+2,986.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.9% | -6.3% | -5.6% |
| 7D | -10.6% | -1.3% | -9.3% | -10.4% |
| 30D | -18.3% | +10.9% | -29.2% | -19.9% |
| 3M | +14.8% | -5.8% | +20.7% | +15.6% |
| 6M | -5.0% | +8.1% | -13.1% | -7.3% |
| YTD | -21.2% | +33.2% | -54.4% | -26.4% |
| 1Y | -11.6% | +74.2% | -85.8% | -22.1% |
| 3Y | +101.2% | -3.7% | +104.9% | +95.0% |
| 5Y | -15.7% | +111.9% | -127.6% | -30.2% |
| 10Y | +2,989.4% | +7.4% | +2,982.0% | +2,347.4% |
| All | +2,989.4% | +3.0% | +2,986.4% | +2,347.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling