-4.9%
SHOP vs HD
-3.1%
-1.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +6.5% | +0.8% | +4.6% |
| 7D | -9.0% | +11.9% | -21.0% | -12.9% |
| 30D | -4.4% | +26.4% | -30.8% | -13.1% |
| 3M | +24.1% | +2.8% | +21.3% | +22.6% |
| 6M | +20.0% | +15.5% | +4.5% | +15.1% |
| YTD | -4.9% | +5.5% | -10.5% | -9.0% |
| 1Y | -4.9% | -4.6% | -0.3% | -8.3% |
| All | -4.9% | -3.1% | -1.8% | -8.3% |
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