-5.6%
SHOP vs HAS
+13.4%
-19.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | -5.1% | -1.8% | -3.3% | -3.9% |
| 30D | +0.6% | +2.3% | -1.7% | -0.9% |
| 3M | +25.0% | +10.4% | +14.7% | +16.4% |
| 6M | +11.9% | -3.2% | +15.1% | +12.0% |
| YTD | -9.9% | +15.4% | -25.3% | -20.5% |
| 1Y | 0.0% | +18.8% | -18.8% | -13.8% |
| 3Y | +117.5% | +43.9% | +73.6% | +61.5% |
| All | -5.6% | +13.4% | -19.0% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling