+139.0%
SHOP vs HAL
-10.8%
+149.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | +2.8% | -6.5% | +9.3% | +4.2% |
| 30D | -14.2% | -2.1% | -12.1% | -13.9% |
| 3M | -5.5% | -4.9% | -0.7% | -5.0% |
| 6M | +32.8% | -19.3% | +52.1% | +38.9% |
| YTD | -8.9% | +14.3% | -23.2% | -17.1% |
| 1Y | -7.7% | +17.3% | -25.0% | -17.0% |
| 3Y | +139.0% | -10.9% | +149.9% | +120.0% |
| All | +139.0% | -10.8% | +149.8% | +120.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling