-11.0%
SHOP vs HL
+95.3%
-106.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.8% | +0.5% |
| 7D | -13.2% | -5.6% | -7.6% | -12.4% |
| 30D | -17.0% | +12.7% | -29.8% | -18.8% |
| 3M | +17.0% | +42.5% | -25.5% | +10.2% |
| 6M | -2.1% | -9.0% | +6.9% | -3.0% |
| YTD | -21.4% | +4.4% | -25.7% | -24.7% |
| 1Y | -11.0% | +82.7% | -93.6% | -23.5% |
| All | -11.0% | +95.3% | -106.3% | -23.5% |
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