+2,993.7%
SHOP vs HUBS
+323.9%
+2,669.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.2% |
| 7D | -11.2% | -9.0% | -2.2% | -5.5% |
| 30D | -14.4% | +7.2% | -21.6% | -19.3% |
| 3M | +16.6% | +20.9% | -4.3% | -2.6% |
| 6M | -0.6% | -13.0% | +12.5% | -2.1% |
| YTD | -20.0% | -43.8% | +23.9% | +2.8% |
| 1Y | -11.2% | -54.6% | +43.4% | +29.2% |
| 3Y | +99.5% | -58.5% | +157.9% | +201.2% |
| 5Y | -13.2% | -66.4% | +53.2% | +45.2% |
| All | +2,993.7% | +323.9% | +2,669.8% | +1,120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 10y: compounded portfolio wealth divided by compounded HUBS 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…
10y analysis · Full analysis span regression · 6 months rolling