0.0%
SHOP vs HD
-19.2%
+19.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.9% |
| 7D | -5.1% | -2.1% | -3.1% | -4.4% |
| 30D | +0.6% | -8.4% | +9.0% | +3.5% |
| 3M | +25.0% | +4.3% | +20.7% | +25.1% |
| 6M | +11.9% | -11.1% | +23.0% | +11.5% |
| YTD | -9.9% | -4.7% | -5.2% | -10.1% |
| 1Y | 0.0% | -19.8% | +19.8% | -0.2% |
| All | 0.0% | -19.2% | +19.1% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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