+3,188.4%
SHOP vs HWM
+1,323.5%
+1,864.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -10.7% | +3.1% | -4.2% |
| 7D | -4.1% | -9.2% | +5.1% | -1.1% |
| 30D | -11.5% | -17.9% | +6.3% | -6.1% |
| 3M | +21.1% | -6.0% | +27.1% | +22.6% |
| 6M | +3.0% | -7.4% | +10.3% | +4.2% |
| YTD | -16.7% | +13.1% | -29.8% | -21.6% |
| 1Y | -8.3% | +29.3% | -37.6% | -17.4% |
| 3Y | +112.8% | +389.9% | -277.1% | +28.9% |
| 5Y | -9.3% | +655.5% | -664.8% | -50.0% |
| All | +3,188.4% | +1,323.5% | +1,864.8% | +1,429.5% |
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