+3,551.5%
SHOP vs HWM
+1,165.4%
+2,386.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.1% | +2.8% |
| 7D | -5.4% | +3.3% | -8.8% | -6.8% |
| 30D | -10.3% | -7.6% | -2.7% | -8.6% |
| 3M | +1.0% | -28.9% | +29.9% | +11.3% |
| 6M | +41.2% | -19.7% | +60.9% | +48.9% |
| YTD | -7.5% | +0.5% | -8.0% | -10.4% |
| 1Y | -4.6% | +0.3% | -4.8% | -7.4% |
| 3Y | +146.4% | +325.8% | -179.4% | +54.3% |
| 5Y | -2.5% | +524.7% | -527.3% | -44.0% |
| 10Y | +3,703.6% | +1,491.8% | +2,211.8% | +1,714.3% |
| All | +3,551.5% | +1,165.4% | +2,386.1% | +1,648.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling