0.0%
SHOP vs HYG
+4.1%
-4.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.2% |
| 7D | -5.1% | -0.2% | -4.9% | -4.0% |
| 30D | +0.6% | +0.1% | +0.5% | +0.3% |
| 3M | +25.0% | +0.7% | +24.4% | +21.1% |
| 6M | +11.9% | +1.5% | +10.4% | +4.7% |
| YTD | -9.9% | +2.2% | -12.0% | -20.0% |
| 1Y | 0.0% | +3.9% | -3.9% | -21.8% |
| All | 0.0% | +4.1% | -4.2% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 1y: compounded portfolio wealth divided by compounded HYG 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…
1y analysis · Full analysis span regression · 6 months rolling