+8,434.7%
SHOP vs HD
+276.5%
+8,158.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -1.3% |
| 7D | -5.1% | -2.1% | -3.1% | -3.4% |
| 30D | +0.6% | -8.4% | +9.0% | +8.0% |
| 3M | +25.0% | +4.3% | +20.7% | +20.3% |
| 6M | +11.9% | -11.1% | +23.0% | +22.3% |
| YTD | -9.9% | -4.7% | -5.2% | -8.1% |
| 1Y | 0.0% | -19.8% | +19.8% | +17.2% |
| 3Y | +117.5% | +4.1% | +113.4% | +103.1% |
| 5Y | -6.6% | +10.3% | -17.0% | -15.1% |
| 10Y | +3,320.3% | +203.2% | +3,117.2% | +1,434.8% |
| All | +8,434.7% | +276.5% | +8,158.2% | +3,574.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling