+225.0%
EQH vs SHAK
+8.5%
+216.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.8% | +0.5% |
| 7D | +0.7% | -8.3% | +9.0% | +3.2% |
| 30D | +2.8% | -12.6% | +15.5% | +6.8% |
| 3M | +23.1% | +9.1% | +14.0% | +19.0% |
| 6M | +41.4% | -31.2% | +72.6% | +52.9% |
| YTD | +14.3% | -21.6% | +35.8% | +18.1% |
| 1Y | +1.6% | -38.8% | +40.4% | +12.8% |
| 3Y | +102.7% | +0.6% | +102.1% | +80.3% |
| 5Y | +104.5% | -22.5% | +127.1% | +84.8% |
| All | +225.0% | +8.5% | +216.5% | +97.6% |
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