+8,552.4%
SHOP vs HBM
+130.2%
+8,422.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | -1.2% | +2.2% | -3.5% | -1.8% |
| 30D | -14.7% | -11.8% | -2.9% | -12.3% |
| 3M | -7.2% | -19.2% | +12.0% | -3.1% |
| 6M | +54.2% | -22.9% | +77.1% | +60.4% |
| YTD | -8.6% | +7.8% | -16.4% | -13.8% |
| 1Y | +0.5% | +34.9% | -34.4% | -10.1% |
| 3Y | +135.9% | +422.2% | -286.3% | +51.7% |
| 5Y | -11.9% | +192.8% | -204.7% | -38.3% |
| 10Y | +3,608.8% | +281.1% | +3,327.6% | +2,030.3% |
| All | +8,552.4% | +130.2% | +8,422.1% | +2,795.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling