-15.7%
SHOP vs HIG
+117.6%
-133.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.1% | -5.8% |
| 7D | -10.6% | -0.5% | -10.2% | -10.3% |
| 30D | -18.3% | -2.8% | -15.5% | -17.0% |
| 3M | +14.8% | +6.3% | +8.5% | +11.0% |
| 6M | -5.0% | -0.1% | -4.9% | -5.5% |
| YTD | -21.2% | +0.4% | -21.7% | -22.3% |
| 1Y | -11.6% | +6.2% | -17.9% | -16.3% |
| 3Y | +101.2% | +101.6% | -0.4% | +21.7% |
| 5Y | -15.7% | +119.8% | -135.5% | -54.3% |
| All | -15.7% | +117.6% | -133.3% | -54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling