+3,772.8%
SHOP vs HDB
+62.8%
+3,710.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.1% |
| 7D | +2.1% | +4.1% | -2.0% | +0.1% |
| 30D | -16.8% | +13.0% | -29.8% | -21.9% |
| 3M | -2.4% | +11.3% | -13.7% | -7.9% |
| 6M | +47.0% | +6.9% | +40.1% | +40.3% |
| YTD | -8.8% | -29.6% | +20.8% | +7.2% |
| 1Y | -6.3% | -29.5% | +23.3% | +10.1% |
| 3Y | +139.3% | -8.1% | +147.4% | +137.3% |
| 5Y | -12.1% | -23.4% | +11.3% | -4.7% |
| All | +3,772.8% | +62.8% | +3,710.1% | +2,651.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling