+8,434.7%
SHOP vs HIG
+317.6%
+8,117.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.2% |
| 7D | -5.1% | +0.3% | -5.4% | -5.2% |
| 30D | +0.6% | -3.2% | +3.8% | +1.5% |
| 3M | +25.0% | +9.1% | +15.9% | +21.9% |
| 6M | +11.9% | -1.8% | +13.7% | +12.1% |
| YTD | -9.9% | +1.8% | -11.6% | -10.7% |
| 1Y | 0.0% | +4.6% | -4.6% | -2.1% |
| 3Y | +117.5% | +101.6% | +15.9% | +77.8% |
| 5Y | -6.6% | +124.5% | -131.1% | -25.6% |
| 10Y | +3,320.3% | +317.8% | +3,002.5% | +2,166.3% |
| All | +8,434.7% | +317.6% | +8,117.1% | +6,488.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling