+139.4%
SHOP vs HPE
+241.5%
-102.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.8% | -3.0% | +0.4% |
| 7D | -2.5% | +0.3% | -2.8% | -2.7% |
| 30D | -16.7% | -28.6% | +11.8% | -8.7% |
| 3M | -2.2% | -7.4% | +5.2% | -3.0% |
| 6M | +45.6% | +63.7% | -18.1% | +9.4% |
| YTD | -7.3% | +111.7% | -119.0% | -39.7% |
| 1Y | -6.1% | +123.5% | -129.6% | -40.7% |
| All | +139.4% | +241.5% | -102.0% | +22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling