+107.7%
SHOP vs HL
+408.5%
-300.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.1% | -6.5% | -7.4% |
| 7D | -4.1% | +7.1% | -11.2% | -5.2% |
| 30D | -11.5% | +21.4% | -33.0% | -14.6% |
| 3M | +21.1% | +37.4% | -16.4% | +14.0% |
| 6M | +3.0% | +0.4% | +2.6% | +1.2% |
| YTD | -16.7% | +6.7% | -23.4% | -20.2% |
| 1Y | -8.3% | +102.4% | -110.6% | -22.6% |
| All | +107.7% | +408.5% | -300.8% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling