-11.2%
SHOP vs USHY
+3.5%
-14.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.6% |
| 7D | -11.2% | -0.7% | -10.6% | -7.5% |
| 30D | -14.4% | -0.7% | -13.7% | -10.7% |
| 3M | +16.6% | +0.1% | +16.5% | +16.6% |
| 6M | -0.6% | +1.8% | -2.3% | -10.3% |
| YTD | -20.0% | +1.8% | -21.8% | -27.8% |
| 1Y | -11.2% | +3.3% | -14.5% | -27.8% |
| All | -11.2% | +3.5% | -14.7% | -27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling