-11.2%
SHOP vs HST
+82.3%
-93.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -1.2% | +3.6% | -4.8% | -4.5% |
| 30D | -14.7% | +11.2% | -25.9% | -22.7% |
| 3M | -7.2% | +13.1% | -20.3% | -17.2% |
| 6M | +54.2% | +23.9% | +30.3% | +24.6% |
| YTD | -8.6% | +52.3% | -60.9% | -39.6% |
| 1Y | +0.5% | +56.7% | -56.2% | -35.6% |
| 3Y | +135.9% | +87.5% | +48.4% | +22.2% |
| All | -11.2% | +82.3% | -93.5% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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