+2.6%
HAL vs SHAK
+87.2%
-84.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -1.5% |
| 7D | -3.3% | -8.3% | +5.0% | -1.2% |
| 30D | +8.2% | -12.6% | +20.8% | +11.8% |
| 3M | -9.4% | +9.1% | -18.6% | -12.6% |
| 6M | +0.6% | -31.2% | +31.9% | +7.1% |
| YTD | +28.6% | -21.6% | +50.2% | +30.8% |
| 1Y | +63.9% | -38.8% | +102.7% | +77.7% |
| 3Y | -7.1% | +0.6% | -7.7% | -19.8% |
| 5Y | +102.3% | -22.5% | +124.9% | +75.3% |
| All | +2.6% | +87.2% | -84.6% | -41.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling