-11.0%
SHOP vs HBM
+103.9%
-114.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.5% | +7.4% | +1.2% |
| 7D | -13.2% | -3.7% | -9.5% | -12.8% |
| 30D | -17.0% | -3.7% | -13.4% | -16.7% |
| 3M | +17.0% | +8.0% | +9.0% | +14.4% |
| 6M | -2.1% | +15.8% | -17.9% | -7.3% |
| YTD | -21.4% | +34.4% | -55.7% | -32.7% |
| 1Y | -11.0% | +98.2% | -109.1% | -38.8% |
| All | -11.0% | +103.9% | -114.9% | -38.8% |
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