-4.9%
SHOP vs HBM
+47.3%
-52.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.6% | +3.7% | +6.8% |
| 7D | -9.0% | -5.8% | -3.2% | -8.2% |
| 30D | -4.4% | -18.5% | +14.1% | -1.8% |
| 3M | +24.1% | -10.3% | +34.4% | +25.8% |
| 6M | +20.0% | +2.1% | +17.9% | +18.5% |
| YTD | -4.9% | +12.0% | -17.0% | -13.7% |
| 1Y | -4.9% | +49.8% | -54.7% | -25.7% |
| All | -4.9% | +47.3% | -52.2% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling