+1,293.6%
SHOP vs USHY
+50.7%
+1,242.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -5.1% | -0.1% | -5.0% | -4.7% |
| 30D | +0.6% | +0.1% | +0.5% | +0.4% |
| 3M | +25.0% | +0.8% | +24.2% | +22.1% |
| 6M | +11.9% | +1.7% | +10.2% | +6.7% |
| YTD | -9.9% | +2.5% | -12.3% | -15.9% |
| 1Y | 0.0% | +4.4% | -4.4% | -11.4% |
| 3Y | +117.5% | +27.4% | +90.1% | +12.7% |
| 5Y | -6.6% | +21.7% | -28.4% | -41.8% |
| All | +1,293.6% | +50.7% | +1,242.9% | +504.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling