+207.9%
BAH vs SHAK
+43.4%
+164.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +1.9% | -0.7% |
| 7D | -4.3% | -0.3% | -4.0% | -4.3% |
| 30D | -4.5% | -5.2% | +0.8% | -4.0% |
| 3M | -7.6% | +27.3% | -34.9% | -10.1% |
| 6M | -10.6% | -27.9% | +17.3% | -8.7% |
| YTD | -12.6% | -17.0% | +4.4% | -12.1% |
| 1Y | -27.0% | -30.9% | +3.9% | -25.3% |
| 3Y | -31.5% | +3.4% | -34.9% | -34.4% |
| 5Y | -3.8% | -20.5% | +16.7% | -7.9% |
| 10Y | +183.9% | +88.3% | +95.7% | +135.2% |
| All | +207.9% | +43.4% | +164.5% | +147.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling