+139.4%
SHOP vs HRB
+24.9%
+114.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -2.5% | -8.1% | +5.6% | -0.5% |
| 30D | -16.7% | +15.0% | -31.7% | -19.9% |
| 3M | -2.2% | +10.2% | -12.4% | -5.3% |
| 6M | +45.6% | +44.2% | +1.3% | +30.8% |
| YTD | -7.3% | +21.0% | -28.2% | -16.0% |
| 1Y | -6.1% | +12.0% | -18.1% | -14.1% |
| All | +139.4% | +24.9% | +114.5% | +106.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling