+1.3%
CHD vs SHAK
-2.6%
+4.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -2.9% | +0.1% |
| 7D | -4.5% | -8.3% | +3.8% | -4.1% |
| 30D | -6.7% | -12.6% | +5.9% | -6.2% |
| 3M | -2.7% | +9.1% | -11.8% | -3.2% |
| 6M | -4.9% | -31.2% | +26.3% | -3.8% |
| YTD | +13.3% | -21.6% | +34.9% | +14.1% |
| 1Y | +1.0% | -38.8% | +39.8% | +2.3% |
| 3Y | +1.3% | +0.6% | +0.7% | +2.8% |
| All | +1.3% | -2.6% | +4.0% | +2.8% |
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 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