+0.5%
SHOP vs HDB
-29.0%
+29.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -1.2% | +2.7% | -4.0% | -2.3% |
| 30D | -14.7% | +14.1% | -28.9% | -19.3% |
| 3M | -7.2% | +11.8% | -19.0% | -11.5% |
| 6M | +54.2% | +8.2% | +46.0% | +46.4% |
| YTD | -8.6% | -29.3% | +20.7% | -5.7% |
| 1Y | +0.5% | -28.8% | +29.3% | +3.5% |
| All | +0.5% | -29.0% | +29.6% | +3.5% |
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 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