+2,941.1%
SHOP vs HBM
+622.7%
+2,318.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.5% | +7.4% | +1.7% |
| 7D | -13.2% | -3.7% | -9.5% | -12.6% |
| 30D | -17.0% | -3.7% | -13.4% | -16.6% |
| 3M | +17.0% | +8.0% | +9.0% | +13.2% |
| 6M | -2.1% | +15.8% | -17.9% | -8.2% |
| YTD | -21.4% | +34.4% | -55.7% | -30.0% |
| 1Y | -11.0% | +98.2% | -109.1% | -28.3% |
| 3Y | +100.9% | +476.6% | -375.7% | +20.5% |
| 5Y | -14.7% | +331.1% | -345.8% | -47.2% |
| All | +2,941.1% | +622.7% | +2,318.4% | +1,520.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling