+2,993.7%
SHOP vs HLT
+590.2%
+2,403.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -11.2% | -1.6% | -9.6% | -10.2% |
| 30D | -14.4% | -5.0% | -9.4% | -11.3% |
| 3M | +16.6% | -10.4% | +27.0% | +25.5% |
| 6M | -0.6% | +3.2% | -3.8% | -3.5% |
| YTD | -20.0% | +6.7% | -26.7% | -24.2% |
| 1Y | -11.2% | +10.3% | -21.5% | -18.4% |
| 3Y | +99.5% | +99.3% | +0.2% | +25.0% |
| 5Y | -13.2% | +143.7% | -156.9% | -49.7% |
| All | +2,993.7% | +590.2% | +2,403.5% | +996.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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