+171.5%
CHD vs SHAK
+31.3%
+140.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.2% |
| 7D | -4.7% | -11.0% | +6.3% | -4.3% |
| 30D | -8.3% | -14.0% | +5.7% | -7.8% |
| 3M | -4.0% | +13.3% | -17.3% | -4.6% |
| 6M | -6.5% | -35.3% | +28.8% | -5.2% |
| YTD | +13.1% | -24.0% | +37.1% | +13.9% |
| 1Y | +2.3% | -36.7% | +39.0% | +3.7% |
| 3Y | +1.8% | -5.4% | +7.2% | +0.6% |
| 5Y | +20.6% | -24.9% | +45.5% | +18.7% |
| 10Y | +125.6% | +79.6% | +46.0% | +107.6% |
| All | +171.5% | +31.3% | +140.2% | +151.6% |
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