-14.3%
SHOP vs HLT
+142.1%
-156.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | +0.1% |
| 7D | -13.2% | -2.6% | -10.6% | -10.8% |
| 30D | -17.0% | -2.6% | -14.4% | -15.1% |
| 3M | +17.0% | -9.4% | +26.4% | +28.6% |
| 6M | -2.1% | +2.7% | -4.9% | -6.6% |
| YTD | -21.4% | +6.8% | -28.1% | -28.1% |
| 1Y | -11.0% | +12.4% | -23.3% | -24.1% |
| 3Y | +100.9% | +100.2% | +0.8% | -9.2% |
| All | -14.3% | +142.1% | -156.4% | -64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling