+107.7%
SHOP vs HPE
+247.4%
-139.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +7.7% | -15.3% | -10.3% |
| 7D | -4.1% | +10.1% | -14.2% | -7.7% |
| 30D | -11.5% | +5.3% | -16.8% | -13.7% |
| 3M | +21.1% | +12.7% | +8.4% | +14.0% |
| 6M | +3.0% | +167.7% | -164.7% | -38.3% |
| YTD | -16.7% | +135.5% | -152.1% | -46.9% |
| 1Y | -8.3% | +143.4% | -151.7% | -42.8% |
| All | +107.7% | +247.4% | -139.7% | +4.1% |
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