-3.8%
HAL vs SHAK
-3.6%
-0.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.5% | +7.4% | +1.6% |
| 7D | -1.3% | -7.2% | +5.9% | -0.6% |
| 30D | +10.9% | -11.8% | +22.7% | +12.3% |
| 3M | -5.8% | +17.2% | -23.0% | -8.2% |
| 6M | +8.1% | -34.1% | +42.3% | +12.6% |
| YTD | +33.2% | -22.4% | +55.6% | +34.7% |
| 1Y | +74.2% | -35.9% | +110.1% | +81.1% |
| All | -3.8% | -3.6% | -0.2% | -7.1% |
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