-15.7%
SHOP vs HL
+246.5%
-262.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.9% | -7.4% | -5.9% |
| 7D | -10.6% | +0.4% | -11.0% | -10.7% |
| 30D | -18.3% | +18.8% | -37.1% | -21.9% |
| 3M | +14.8% | +43.7% | -28.9% | +4.5% |
| 6M | -5.0% | -1.0% | -4.0% | -6.8% |
| YTD | -21.2% | +8.7% | -30.0% | -26.2% |
| 1Y | -11.6% | +105.0% | -116.6% | -31.1% |
| 3Y | +101.2% | +427.3% | -326.1% | +8.3% |
| 5Y | -15.7% | +249.3% | -265.0% | -54.8% |
| All | -15.7% | +246.5% | -262.2% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling