+2,941.1%
SHOP vs HPE
+506.0%
+2,435.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.2% | +6.1% | +2.2% |
| 7D | -13.2% | +1.4% | -14.6% | -14.3% |
| 30D | -17.0% | +1.5% | -18.6% | -18.4% |
| 3M | +17.0% | +21.7% | -4.7% | +5.9% |
| 6M | -2.1% | +164.2% | -166.3% | -39.1% |
| YTD | -21.4% | +132.1% | -153.4% | -48.3% |
| 1Y | -11.0% | +130.6% | -141.6% | -41.5% |
| 3Y | +100.9% | +244.1% | -143.2% | +7.7% |
| 5Y | -14.7% | +340.8% | -355.5% | -58.4% |
| All | +2,941.1% | +506.0% | +2,435.1% | +1,115.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling