-27.4%
BAH vs SHAK
+36.5%
-63.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | -1.6% | +3.0% | -4.6% | -1.9% |
| 30D | +18.0% | +8.2% | +9.8% | +17.2% |
| 3M | +11.4% | +4.6% | +6.9% | +10.8% |
| 6M | +17.7% | +16.3% | +1.3% | +15.6% |
| YTD | +5.4% | -7.6% | +12.9% | +4.5% |
| 1Y | +2.8% | -18.7% | +21.5% | +3.0% |
| All | -27.4% | +36.5% | -63.9% | -33.3% |
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