-2.9%
SHOP vs HWM
+522.0%
-524.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.1% | +2.2% |
| 7D | -5.4% | +3.3% | -8.8% | -8.1% |
| 30D | -10.3% | -7.6% | -2.7% | -7.2% |
| 3M | +1.0% | -28.9% | +29.9% | +21.8% |
| 6M | +41.2% | -19.7% | +60.9% | +55.2% |
| YTD | -7.5% | +0.5% | -8.0% | -16.2% |
| 1Y | -4.6% | +0.3% | -4.8% | -13.4% |
| 3Y | +146.4% | +325.8% | -179.4% | -35.6% |
| All | -2.9% | +522.0% | -524.9% | -83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling