-15.7%
SHOP vs HPE
+368.2%
-383.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +5.1% | -10.6% | -7.7% |
| 7D | -10.6% | +13.6% | -24.3% | -16.1% |
| 30D | -18.3% | +7.7% | -26.0% | -21.7% |
| 3M | +14.8% | +22.4% | -7.6% | +2.2% |
| 6M | -5.0% | +172.6% | -177.6% | -48.3% |
| YTD | -21.2% | +147.5% | -168.7% | -54.9% |
| 1Y | -11.6% | +151.8% | -163.4% | -50.2% |
| 3Y | +101.2% | +267.1% | -165.8% | -15.7% |
| 5Y | -15.7% | +362.8% | -378.5% | -70.0% |
| All | -15.7% | +368.2% | -383.9% | -70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling