-31.9%
BAH vs SHAK
-3.6%
-28.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.5% | +6.6% | +0.7% |
| 7D | -1.3% | -7.2% | +5.9% | -0.7% |
| 30D | -6.6% | -11.8% | +5.2% | -5.7% |
| 3M | -7.2% | +17.2% | -24.3% | -8.6% |
| 6M | -10.0% | -34.1% | +24.1% | -7.9% |
| YTD | -12.5% | -22.4% | +9.9% | -11.8% |
| 1Y | -27.9% | -35.9% | +8.0% | -26.3% |
| All | -31.9% | -3.6% | -28.3% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling