+3,781.0%
SHOP vs HIG
+261.7%
+3,519.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -1.2% | +2.6% | -3.8% | -1.9% |
| 30D | -14.7% | +4.2% | -18.9% | -15.7% |
| 3M | -7.2% | +0.2% | -7.4% | -7.4% |
| 6M | +54.2% | +4.6% | +49.6% | +51.9% |
| YTD | -8.6% | +1.1% | -9.7% | -9.4% |
| 1Y | +0.5% | +4.7% | -4.2% | -1.4% |
| 3Y | +135.9% | +95.5% | +40.5% | +96.6% |
| 5Y | -11.9% | +111.7% | -123.6% | -28.1% |
| All | +3,781.0% | +261.7% | +3,519.3% | +2,908.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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