-12.8%
SHOP vs HYG
+18.4%
-31.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.8% |
| 7D | -11.2% | -0.7% | -10.5% | -8.3% |
| 30D | -14.4% | -0.7% | -13.6% | -11.3% |
| 3M | +16.6% | -0.2% | +16.8% | +17.9% |
| 6M | -0.6% | +1.4% | -2.0% | -6.1% |
| YTD | -20.0% | +1.5% | -21.4% | -24.3% |
| 1Y | -11.2% | +2.9% | -14.1% | -20.5% |
| 3Y | +99.5% | +25.6% | +73.8% | -19.0% |
| All | -12.8% | +18.4% | -31.2% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling