-2.9%
SHOP vs HD
+5.3%
-8.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.8% | +5.4% | +5.3% |
| 7D | -5.4% | +4.3% | -9.8% | -9.1% |
| 30D | -10.3% | +20.2% | -30.5% | -25.2% |
| 3M | +1.0% | -1.0% | +2.0% | +1.4% |
| 6M | +41.2% | +7.9% | +33.3% | +30.0% |
| YTD | -7.5% | +2.0% | -9.5% | -12.1% |
| 1Y | -4.6% | -4.3% | -0.3% | -3.9% |
| 3Y | +146.4% | +25.9% | +120.5% | +72.4% |
| All | -2.9% | +5.3% | -8.2% | -22.2% |
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 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