-6.5%
SHOP vs HD
-22.8%
+16.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.3% | -5.3% | -6.8% |
| 7D | -4.1% | -1.2% | -2.9% | -3.6% |
| 30D | -11.5% | -11.1% | -0.4% | -8.0% |
| 3M | +21.1% | +2.0% | +19.0% | +22.2% |
| 6M | +3.0% | -10.5% | +13.4% | +3.7% |
| YTD | -16.7% | -6.9% | -9.8% | -16.2% |
| All | -6.5% | -22.8% | +16.3% | -7.1% |
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