+368.5%
BHP vs SHAK
+34.1%
+334.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.5% | +6.8% | +1.4% |
| 7D | +0.9% | -7.2% | +8.1% | +2.2% |
| 30D | +4.0% | -11.8% | +15.8% | +6.3% |
| 3M | +11.3% | +17.2% | -5.9% | +7.7% |
| 6M | +29.3% | -34.1% | +63.5% | +36.9% |
| YTD | +59.2% | -22.4% | +81.6% | +63.1% |
| 1Y | +80.8% | -35.9% | +116.8% | +91.1% |
| 3Y | +88.0% | -3.4% | +91.3% | +75.7% |
| 5Y | +126.6% | -25.4% | +152.1% | +112.4% |
| 10Y | +515.7% | +83.4% | +432.3% | +324.6% |
| All | +368.5% | +34.1% | +334.5% | +225.8% |
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