+112.8%
SHOP vs HIG
+99.1%
+13.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.0% | -5.6% | -6.9% |
| 7D | -4.1% | -1.1% | -3.0% | -3.6% |
| 30D | -11.5% | -4.9% | -6.6% | -9.9% |
| 3M | +21.1% | +6.8% | +14.3% | +18.4% |
| 6M | +3.0% | -1.7% | +4.7% | +3.5% |
| YTD | -16.7% | -0.2% | -16.5% | -17.0% |
| 1Y | -8.3% | +5.7% | -14.0% | -11.5% |
| 3Y | +112.8% | +100.3% | +12.5% | +58.4% |
| All | +112.8% | +99.1% | +13.8% | +58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling