+8,659.4%
SHOP vs HST
+95.1%
+8,564.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | -5.4% | -2.7% | -2.8% | -4.3% |
| 30D | -10.3% | +10.7% | -21.0% | -14.2% |
| 3M | +1.0% | +6.3% | -5.3% | -1.7% |
| 6M | +41.2% | +19.0% | +22.3% | +30.5% |
| YTD | -7.5% | +47.0% | -54.5% | -22.1% |
| 1Y | -4.6% | +53.4% | -58.0% | -21.2% |
| 3Y | +146.4% | +78.0% | +68.4% | +92.0% |
| 5Y | -2.5% | +71.7% | -74.2% | -21.3% |
| 10Y | +3,703.6% | +146.2% | +3,557.4% | +2,485.6% |
| All | +8,659.4% | +95.1% | +8,564.3% | +5,675.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling