+0.5%
SHOP vs HPE
+111.3%
-110.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +0.5% |
| 7D | -1.2% | +7.9% | -9.1% | -1.8% |
| 30D | -14.7% | -23.5% | +8.8% | -13.4% |
| 3M | -7.2% | -19.1% | +11.9% | -6.2% |
| 6M | +54.2% | +51.4% | +2.8% | +38.9% |
| YTD | -8.6% | +103.4% | -112.1% | -25.2% |
| 1Y | +0.5% | +114.4% | -113.9% | -19.9% |
| All | +0.5% | +111.3% | -110.7% | -19.9% |
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