-9.3%
SHOP vs HBM
+369.9%
-379.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +5.8% | -13.3% | -9.4% |
| 7D | -4.1% | +7.4% | -11.4% | -6.4% |
| 30D | -11.5% | +5.1% | -16.6% | -13.3% |
| 3M | +21.1% | +11.1% | +9.9% | +15.1% |
| 6M | +3.0% | +30.2% | -27.2% | -9.0% |
| YTD | -16.7% | +46.2% | -62.9% | -31.1% |
| 1Y | -8.3% | +120.0% | -128.3% | -34.9% |
| 3Y | +112.8% | +527.4% | -414.6% | -3.6% |
| 5Y | -9.3% | +400.4% | -409.6% | -53.6% |
| All | -9.3% | +369.9% | -379.1% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling