+103.6%
HAL vs SHAK
-27.4%
+131.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.6% |
| 7D | -3.3% | -11.0% | +7.7% | -1.9% |
| 30D | +7.2% | -14.0% | +21.2% | +9.2% |
| 3M | -8.8% | +13.3% | -22.0% | -10.9% |
| 6M | +3.0% | -35.3% | +38.3% | +7.6% |
| YTD | +29.4% | -24.0% | +53.4% | +31.4% |
| 1Y | +62.8% | -36.7% | +99.5% | +69.5% |
| 3Y | -6.4% | -5.4% | -1.1% | -10.8% |
| 5Y | +103.6% | -24.9% | +128.5% | +93.6% |
| All | +103.6% | -27.4% | +131.0% | +93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling