+8,434.7%
SHOP vs PHM
+609.4%
+7,825.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -5.1% | -3.2% | -1.9% | -3.5% |
| 30D | +0.6% | -6.4% | +7.0% | +3.9% |
| 3M | +25.0% | +5.5% | +19.5% | +21.3% |
| 6M | +11.9% | -5.4% | +17.4% | +13.9% |
| YTD | -9.9% | +6.6% | -16.4% | -14.5% |
| 1Y | 0.0% | -8.8% | +8.8% | +2.3% |
| 3Y | +117.5% | +54.1% | +63.4% | +61.5% |
| 5Y | -6.6% | +144.5% | -151.1% | -45.5% |
| 10Y | +3,320.3% | +569.4% | +2,750.9% | +1,146.6% |
| All | +8,434.7% | +609.4% | +7,825.3% | +3,204.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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