+3,663.5%
SHOP vs HWM
+1,554.5%
+2,109.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +1.1% |
| 7D | -2.5% | +5.0% | -7.4% | -3.9% |
| 30D | -16.7% | +1.5% | -18.2% | -17.6% |
| 3M | -2.2% | -20.3% | +18.1% | +4.1% |
| 6M | +45.6% | -18.0% | +63.6% | +52.7% |
| YTD | -7.3% | +9.5% | -16.8% | -12.6% |
| 1Y | -6.1% | +7.5% | -13.6% | -10.9% |
| 3Y | +143.3% | +355.7% | -212.3% | +48.1% |
| 5Y | +0.2% | +610.2% | -610.1% | -44.8% |
| 10Y | +3,663.5% | +1,516.8% | +2,146.7% | +1,507.6% |
| All | +3,663.5% | +1,554.5% | +2,109.0% | +1,507.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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