-6.3%
SHOP vs HD
-3.7%
-2.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.3% |
| 7D | +2.1% | -0.5% | +2.6% | +2.3% |
| 30D | -16.8% | +18.5% | -35.3% | -22.3% |
| 3M | -2.4% | +2.2% | -4.6% | -3.2% |
| 6M | +47.0% | +13.8% | +33.2% | +42.1% |
| YTD | -8.8% | +3.4% | -12.2% | -11.9% |
| 1Y | -6.3% | -3.5% | -2.8% | -8.8% |
| All | -6.3% | -3.7% | -2.5% | -8.8% |
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