+7,347.1%
SHOP vs HYG
+58.7%
+7,288.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +1.2% |
| 7D | -13.2% | -0.7% | -12.5% | -11.2% |
| 30D | -17.0% | -0.6% | -16.5% | -15.5% |
| 3M | +17.0% | +0.4% | +16.6% | +15.8% |
| 6M | -2.1% | +1.2% | -3.4% | -5.0% |
| YTD | -21.4% | +1.5% | -22.8% | -24.0% |
| 1Y | -11.0% | +3.2% | -14.1% | -17.6% |
| 3Y | +100.9% | +25.9% | +75.0% | +12.3% |
| 5Y | -14.7% | +18.6% | -33.3% | -39.6% |
| 10Y | +2,984.8% | +55.8% | +2,929.0% | +1,225.5% |
| All | +7,347.1% | +58.7% | +7,288.3% | +3,353.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling