+96.4%
SHOP vs USHY
+27.6%
+68.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -4.4% |
| 7D | -10.6% | -0.1% | -10.5% | -9.9% |
| 30D | -18.3% | 0.0% | -18.2% | -17.9% |
| 3M | +14.8% | +0.8% | +14.0% | +9.9% |
| 6M | -5.0% | +1.9% | -6.9% | -14.0% |
| YTD | -21.2% | +2.3% | -23.5% | -29.8% |
| 1Y | -11.6% | +4.1% | -15.8% | -28.2% |
| All | +96.4% | +27.6% | +68.8% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling