+102.7%
EQH vs SHAK
-2.6%
+105.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.8% | +0.7% |
| 7D | +0.7% | -8.3% | +9.0% | +2.7% |
| 30D | +2.8% | -12.6% | +15.5% | +6.0% |
| 3M | +23.1% | +9.1% | +14.0% | +19.9% |
| 6M | +41.4% | -31.2% | +72.6% | +50.8% |
| YTD | +14.3% | -21.6% | +35.8% | +17.4% |
| 1Y | +1.6% | -38.8% | +40.4% | +11.0% |
| 3Y | +102.7% | +0.6% | +102.1% | +84.0% |
| All | +102.7% | -2.6% | +105.4% | +84.0% |
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