+8,659.4%
SHOP vs HD
+302.8%
+8,356.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.8% | +5.4% | +5.1% |
| 7D | -5.4% | +4.3% | -9.8% | -8.6% |
| 30D | -10.3% | +20.2% | -30.5% | -23.5% |
| 3M | +1.0% | -1.0% | +2.0% | +1.3% |
| 6M | +41.2% | +7.9% | +33.3% | +31.5% |
| YTD | -7.5% | +2.0% | -9.5% | -11.2% |
| 1Y | -4.6% | -4.3% | -0.3% | -3.9% |
| 3Y | +146.4% | +25.9% | +120.5% | +93.5% |
| 5Y | -2.5% | +5.8% | -8.4% | -9.5% |
| 10Y | +3,703.6% | +262.5% | +3,441.0% | +1,388.5% |
| All | +8,659.4% | +302.8% | +8,356.6% | +3,450.5% |
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