-4.9%
SHOP vs HPE
+113.0%
-118.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -5.7% | +13.0% | +7.7% |
| 7D | -9.0% | -17.0% | +7.9% | -7.8% |
| 30D | -4.4% | -26.7% | +22.3% | -2.4% |
| 3M | +24.1% | -4.1% | +28.3% | +23.4% |
| 6M | +20.0% | +75.4% | -55.4% | +3.1% |
| YTD | -4.9% | +111.0% | -116.0% | -23.6% |
| 1Y | -4.9% | +116.4% | -121.4% | -24.5% |
| All | -4.9% | +113.0% | -118.0% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 1y: compounded portfolio wealth divided by compounded HPE 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…
1y analysis · Full analysis span regression · 6 months rolling