-11.2%
SHOP vs HD
+5.7%
-16.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -1.2% | +1.5% | -2.7% | -2.6% |
| 30D | -14.7% | +18.0% | -32.7% | -27.3% |
| 3M | -7.2% | +2.8% | -10.0% | -10.0% |
| 6M | +54.2% | +17.0% | +37.2% | +31.2% |
| YTD | -8.6% | +3.5% | -12.2% | -14.3% |
| 1Y | +0.5% | -2.6% | +3.1% | -0.4% |
| 3Y | +135.9% | +30.7% | +105.2% | +58.9% |
| All | -11.2% | +5.7% | -16.9% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling