+1,116.0%
SHOP vs USHY
+49.7%
+1,066.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +1.4% |
| 7D | -13.2% | -0.7% | -12.5% | -11.1% |
| 30D | -17.0% | -0.5% | -16.5% | -15.5% |
| 3M | +17.0% | +0.5% | +16.5% | +15.4% |
| 6M | -2.1% | +1.5% | -3.6% | -6.0% |
| YTD | -21.4% | +1.7% | -23.1% | -24.9% |
| 1Y | -11.0% | +3.5% | -14.5% | -19.0% |
| 3Y | +100.9% | +27.2% | +73.8% | +4.9% |
| 5Y | -14.7% | +21.0% | -35.7% | -45.6% |
| All | +1,116.0% | +49.7% | +1,066.3% | +440.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 10y: compounded portfolio wealth divided by compounded USHY 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…
10y analysis · Full analysis span regression · 6 months rolling