+4,309.2%
SHOP vs HPE
+501.1%
+3,808.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +1.5% |
| 7D | -1.2% | +7.9% | -9.1% | -4.0% |
| 30D | -14.7% | -23.5% | +8.8% | -7.0% |
| 3M | -7.2% | -19.1% | +11.9% | -3.0% |
| 6M | +54.2% | +51.4% | +2.8% | +20.1% |
| YTD | -8.6% | +103.4% | -112.1% | -38.5% |
| 1Y | +0.5% | +114.4% | -113.9% | -34.0% |
| 3Y | +135.9% | +224.7% | -88.7% | +25.8% |
| 5Y | -11.9% | +277.8% | -289.7% | -55.4% |
| 10Y | +3,608.8% | +371.1% | +3,237.7% | +1,498.6% |
| All | +4,309.2% | +501.1% | +3,808.1% | +1,364.6% |
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 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