+8,659.4%
SHOP vs PH
+798.2%
+7,861.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.7% | +1.8% |
| 7D | -5.4% | +2.0% | -7.4% | -6.9% |
| 30D | -10.3% | -3.7% | -6.6% | -8.6% |
| 3M | +1.0% | -14.0% | +15.0% | +10.2% |
| 6M | +41.2% | +2.1% | +39.1% | +36.6% |
| YTD | -7.5% | +5.1% | -12.6% | -13.3% |
| 1Y | -4.6% | +10.9% | -15.5% | -13.6% |
| 3Y | +146.4% | +132.9% | +13.5% | +40.5% |
| 5Y | -2.5% | +200.1% | -202.6% | -51.4% |
| 10Y | +3,703.6% | +783.8% | +2,919.8% | +805.8% |
| All | +8,659.4% | +798.2% | +7,861.2% | +3,190.7% |
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