-15.7%
SHOP vs HRB
+104.8%
-120.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.6% | -3.8% | -4.9% |
| 7D | -10.6% | -10.6% | 0.0% | -7.0% |
| 30D | -18.3% | -0.8% | -17.5% | -18.6% |
| 3M | +14.8% | +19.1% | -4.2% | +7.0% |
| 6M | -5.0% | +48.7% | -53.7% | -18.8% |
| YTD | -21.2% | +7.1% | -28.3% | -24.8% |
| 1Y | -11.6% | -8.3% | -3.3% | -11.6% |
| 3Y | +101.2% | +25.8% | +75.4% | +67.4% |
| 5Y | -15.7% | +111.1% | -126.8% | -41.7% |
| All | -15.7% | +104.8% | -120.5% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling