+2.5%
BAH vs SHAK
-27.4%
+29.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.1% | +6.9% | +5.0% |
| 7D | +2.4% | -11.0% | +13.4% | +3.4% |
| 30D | -2.9% | -14.0% | +11.1% | -1.8% |
| 3M | -1.3% | +13.3% | -14.6% | -2.6% |
| 6M | -0.9% | -35.3% | +34.4% | +1.6% |
| YTD | -8.2% | -24.0% | +15.8% | -7.3% |
| 1Y | -24.0% | -36.7% | +12.7% | -22.1% |
| 3Y | -28.1% | -5.4% | -22.7% | -29.9% |
| 5Y | +2.5% | -24.9% | +27.4% | -1.3% |
| All | +2.5% | -27.4% | +29.9% | -1.3% |
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 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