-5.6%
SHOP vs HDB
-35.4%
+29.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -5.1% | +0.4% | -5.5% | -5.4% |
| 30D | +0.6% | -2.8% | +3.4% | +2.2% |
| 3M | +25.0% | -3.5% | +28.6% | +26.3% |
| 6M | +11.9% | -24.7% | +36.6% | +32.0% |
| YTD | -9.9% | -36.6% | +26.7% | +18.1% |
| 1Y | 0.0% | -34.4% | +34.3% | +27.7% |
| 3Y | +117.5% | -24.4% | +141.9% | +140.6% |
| All | -5.6% | -35.4% | +29.9% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling