+8,434.7%
SHOP vs HAS
+86.3%
+8,348.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -5.1% | -1.8% | -3.3% | -4.3% |
| 30D | +0.6% | +2.3% | -1.7% | -0.5% |
| 3M | +25.0% | +10.4% | +14.7% | +18.8% |
| 6M | +11.9% | -3.2% | +15.1% | +12.2% |
| YTD | -9.9% | +15.4% | -25.3% | -17.2% |
| 1Y | 0.0% | +18.8% | -18.8% | -9.5% |
| 3Y | +117.5% | +43.9% | +73.6% | +75.7% |
| 5Y | -6.6% | +13.9% | -20.5% | -16.0% |
| 10Y | +3,320.3% | +56.4% | +3,263.9% | +2,274.7% |
| All | +8,434.7% | +86.3% | +8,348.4% | +4,774.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling