-5.6%
SHOP vs HWM
+743.6%
-749.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.3% |
| 7D | -5.1% | -2.1% | -3.0% | -4.1% |
| 30D | +0.6% | -11.0% | +11.6% | +7.4% |
| 3M | +25.0% | +4.0% | +21.0% | +19.6% |
| 6M | +11.9% | -0.2% | +12.1% | +8.5% |
| YTD | -9.9% | +26.7% | -36.5% | -27.5% |
| 1Y | 0.0% | +44.7% | -44.8% | -27.4% |
| 3Y | +117.5% | +426.1% | -308.6% | -45.6% |
| All | -5.6% | +743.6% | -749.2% | -84.1% |
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