+3,569.5%
SHOP vs HAS
+102.7%
+3,466.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.8% |
| 7D | -5.4% | -0.2% | -5.3% | -5.3% |
| 30D | -10.3% | +31.0% | -41.3% | -21.5% |
| 3M | +1.0% | +30.7% | -29.7% | -11.5% |
| 6M | +41.2% | +23.9% | +17.3% | +25.9% |
| YTD | -7.5% | +48.3% | -55.8% | -24.9% |
| 1Y | -4.6% | +60.2% | -64.8% | -25.5% |
| 3Y | +146.4% | +189.2% | -42.8% | +42.8% |
| 5Y | -2.5% | +50.4% | -53.0% | -23.5% |
| All | +3,569.5% | +102.7% | +3,466.9% | +2,250.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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