+41.2%
SHOP vs HWM
-17.8%
+59.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.1% | +3.3% |
| 7D | -5.4% | +3.3% | -8.8% | -6.4% |
| 30D | -10.3% | -7.6% | -2.7% | -9.5% |
| 3M | +1.0% | -28.9% | +29.9% | +6.1% |
| 6M | +41.2% | -19.7% | +60.9% | +44.5% |
| All | +41.2% | -17.8% | +59.1% | +44.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling