-4.9%
SHOP vs HL
+22.6%
-27.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +13.2% | -5.8% | +5.1% |
| 7D | -9.0% | +0.2% | -9.2% | -9.2% |
| 30D | -4.4% | -12.1% | +7.7% | -2.9% |
| 3M | +24.1% | -2.8% | +27.0% | +23.7% |
| 6M | +20.0% | -14.9% | +34.9% | +20.0% |
| YTD | -4.9% | -22.0% | +17.1% | -5.3% |
| 1Y | -4.9% | +25.0% | -29.9% | -13.5% |
| All | -4.9% | +22.6% | -27.5% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 1y: compounded portfolio wealth divided by compounded HL 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…
1y analysis · Full analysis span regression · 6 months rolling