-4.9%
SHOP vs HDB
-32.8%
+27.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.6% | +1.8% | +5.1% |
| 7D | -9.0% | +12.9% | -21.9% | -13.4% |
| 30D | -4.4% | +10.0% | -14.5% | -8.2% |
| 3M | +24.1% | +1.8% | +22.3% | +23.0% |
| 6M | +20.0% | -2.1% | +22.1% | +19.2% |
| YTD | -4.9% | -33.4% | +28.5% | +1.8% |
| 1Y | -4.9% | -32.9% | +27.9% | +1.2% |
| All | -4.9% | -32.8% | +27.9% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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