+8,434.7%
SHOP vs HL
+585.1%
+7,849.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.1% |
| 7D | -5.1% | +1.5% | -6.6% | -5.3% |
| 30D | +0.6% | +25.1% | -24.5% | -3.3% |
| 3M | +25.0% | +22.9% | +2.1% | +20.2% |
| 6M | +11.9% | -4.9% | +16.8% | +11.2% |
| YTD | -9.9% | +7.8% | -17.7% | -13.3% |
| 1Y | 0.0% | +133.9% | -133.9% | -16.2% |
| 3Y | +117.5% | +380.9% | -263.4% | +55.9% |
| 5Y | -6.6% | +230.2% | -236.9% | -31.3% |
| 10Y | +3,320.3% | +265.6% | +3,054.8% | +2,139.5% |
| All | +8,434.7% | +585.1% | +7,849.6% | +4,722.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling