+8,434.7%
SHOP vs PH
+842.0%
+7,592.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -5.1% | -3.1% | -2.0% | -3.2% |
| 30D | +0.6% | -3.2% | +3.8% | +2.3% |
| 3M | +25.0% | +10.6% | +14.5% | +16.1% |
| 6M | +11.9% | -2.1% | +14.0% | +10.8% |
| YTD | -9.9% | +10.2% | -20.1% | -17.5% |
| 1Y | 0.0% | +28.2% | -28.3% | -17.5% |
| 3Y | +117.5% | +134.9% | -17.4% | +24.5% |
| 5Y | -6.6% | +253.6% | -260.3% | -57.0% |
| 10Y | +3,320.3% | +804.7% | +2,515.6% | +708.6% |
| All | +8,434.7% | +842.0% | +7,592.7% | +3,029.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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