+2,941.1%
SHOP vs HL
+278.2%
+2,662.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.8% | +0.6% |
| 7D | -13.2% | -5.6% | -7.6% | -12.3% |
| 30D | -17.0% | +12.7% | -29.8% | -19.1% |
| 3M | +17.0% | +42.5% | -25.5% | +9.1% |
| 6M | -2.1% | -9.0% | +6.9% | -2.0% |
| YTD | -21.4% | +4.4% | -25.7% | -24.3% |
| 1Y | -11.0% | +82.7% | -93.6% | -23.5% |
| 3Y | +100.9% | +406.3% | -305.4% | +36.1% |
| 5Y | -14.7% | +238.2% | -252.9% | -40.0% |
| All | +2,941.1% | +278.2% | +2,662.9% | +1,830.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling