+202.5%
BAH vs SHAK
+87.2%
+115.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | 0.0% |
| 7D | +4.3% | -8.3% | +12.5% | +5.2% |
| 30D | -2.5% | -12.6% | +10.2% | -1.1% |
| 3M | -0.9% | +9.1% | -10.1% | -2.2% |
| 6M | +1.5% | -31.2% | +32.7% | +4.2% |
| YTD | -8.0% | -21.6% | +13.6% | -6.9% |
| 1Y | -24.7% | -38.8% | +14.0% | -21.9% |
| 3Y | -28.4% | +0.6% | -29.0% | -31.7% |
| 5Y | +2.8% | -22.5% | +25.3% | -1.8% |
| All | +202.5% | +87.2% | +115.3% | +136.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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