+2,993.7%
SHOP vs HYG
+56.1%
+2,937.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.8% |
| 7D | -11.2% | -0.7% | -10.5% | -9.2% |
| 30D | -14.4% | -0.7% | -13.6% | -12.3% |
| 3M | +16.6% | -0.2% | +16.8% | +17.6% |
| 6M | -0.6% | +1.4% | -2.0% | -4.1% |
| YTD | -20.0% | +1.5% | -21.4% | -22.7% |
| 1Y | -11.2% | +2.9% | -14.1% | -17.4% |
| 3Y | +99.5% | +25.6% | +73.8% | +10.5% |
| 5Y | -13.2% | +18.6% | -31.8% | -39.7% |
| All | +2,993.7% | +56.1% | +2,937.6% | +1,356.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling