+54.2%
SHOP vs HPE
+58.4%
-4.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +0.3% |
| 7D | -1.2% | +7.9% | -9.1% | -1.4% |
| 30D | -14.7% | -23.5% | +8.8% | -14.7% |
| 3M | -7.2% | -19.1% | +11.9% | -6.9% |
| 6M | +54.2% | +51.4% | +2.8% | +53.3% |
| All | +54.2% | +58.4% | -4.2% | +53.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling