+176.3%
FHN vs SHAK
+47.7%
+128.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.2% | -0.7% | +1.9% | +1.3% |
| 30D | -4.7% | -6.6% | +1.9% | -3.4% |
| 3M | +3.5% | +30.1% | -26.5% | -2.6% |
| 6M | +7.8% | -28.7% | +36.6% | +13.2% |
| YTD | +5.9% | -14.5% | +20.4% | +6.6% |
| 1Y | +12.5% | -31.9% | +44.4% | +18.4% |
| 3Y | +117.2% | -1.0% | +118.2% | +103.4% |
| 5Y | +86.5% | -18.7% | +105.2% | +71.5% |
| 10Y | +125.7% | +98.1% | +27.6% | +59.3% |
| All | +176.3% | +47.7% | +128.6% | +103.0% |
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 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