+7,358.2%
SHOP vs HLT
+435.6%
+6,922.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.3% | -6.0% |
| 7D | -10.6% | -1.5% | -9.2% | -9.7% |
| 30D | -18.3% | -1.2% | -17.1% | -17.8% |
| 3M | +14.8% | -10.3% | +25.2% | +23.3% |
| 6M | -5.0% | +1.3% | -6.3% | -6.4% |
| YTD | -21.2% | +7.0% | -28.3% | -25.3% |
| 1Y | -11.6% | +11.9% | -23.5% | -19.3% |
| 3Y | +101.2% | +100.7% | +0.6% | +27.6% |
| 5Y | -15.7% | +147.5% | -163.2% | -50.7% |
| 10Y | +2,989.4% | +586.5% | +2,402.9% | +879.8% |
| All | +7,358.2% | +435.6% | +6,922.7% | +1,629.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling