-6.3%
SHOP vs HRB
+11.7%
-17.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | +2.1% | -7.8% | +9.9% | +4.6% |
| 30D | -16.8% | +15.7% | -32.6% | -21.4% |
| 3M | -2.4% | -5.5% | +3.1% | -0.8% |
| 6M | +47.0% | +41.1% | +5.9% | +26.4% |
| YTD | -8.8% | +20.4% | -29.2% | -18.8% |
| 1Y | -6.3% | +15.2% | -21.5% | -16.7% |
| All | -6.3% | +11.7% | -17.9% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling