+96.1%
SHOP vs HLT
+99.0%
-2.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | +0.1% |
| 7D | -13.2% | -2.6% | -10.6% | -11.2% |
| 30D | -17.0% | -2.6% | -14.4% | -15.4% |
| 3M | +17.0% | -9.4% | +26.4% | +26.9% |
| 6M | -2.1% | +2.7% | -4.9% | -6.4% |
| YTD | -21.4% | +6.8% | -28.1% | -27.5% |
| 1Y | -11.0% | +12.4% | -23.3% | -23.0% |
| All | +96.1% | +99.0% | -2.9% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling