+6.5%
BAH vs SHAK
-13.2%
+19.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.4% |
| 7D | -2.6% | +4.1% | -6.7% | -2.9% |
| 30D | +20.4% | +2.3% | +18.1% | +20.0% |
| 3M | +11.9% | -0.2% | +12.1% | +11.6% |
| 6M | +17.1% | +10.1% | +7.1% | +15.5% |
| YTD | +5.5% | -10.5% | +16.0% | +5.0% |
| 1Y | +5.6% | -22.4% | +28.0% | +6.4% |
| 3Y | -26.5% | +32.1% | -58.6% | -30.8% |
| 5Y | +6.5% | -14.0% | +20.4% | +1.7% |
| All | +6.5% | -13.2% | +19.6% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling