-4.3%
SHOP vs HDB
-27.9%
+23.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.5% | +1.0% |
| 7D | -2.7% | +13.7% | -16.4% | -7.6% |
| 30D | -11.0% | +15.8% | -26.8% | -16.3% |
| 3M | +0.3% | +9.2% | -8.9% | -3.3% |
| 6M | +37.7% | +3.2% | +34.6% | +34.1% |
| YTD | -5.5% | -29.4% | +23.8% | -1.8% |
| All | -4.3% | -27.9% | +23.7% | -1.3% |
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