+4,249.2%
SHOP vs HPE
+545.6%
+3,703.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +3.9% | +1.2% |
| 7D | -5.1% | -0.6% | -4.5% | -4.9% |
| 30D | +0.6% | -2.3% | +2.9% | +1.1% |
| 3M | +25.0% | -2.9% | +27.9% | +24.4% |
| 6M | +11.9% | +143.6% | -131.7% | -27.4% |
| YTD | -9.9% | +118.5% | -128.4% | -38.9% |
| 1Y | 0.0% | +129.2% | -129.2% | -33.9% |
| 3Y | +117.5% | +212.5% | -95.0% | +22.3% |
| 5Y | -6.6% | +286.9% | -293.6% | -51.9% |
| 10Y | +3,320.3% | +432.3% | +2,888.0% | +1,353.4% |
| All | +4,249.2% | +545.6% | +3,703.6% | +1,355.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling