+5.7%
HAL vs SHAK
+59.5%
-53.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.2% | -0.1% | +2.4% |
| 7D | +6.1% | +4.3% | +1.8% | +5.0% |
| 30D | +2.9% | +9.0% | -6.1% | +0.5% |
| 3M | +3.3% | +1.8% | +1.5% | +2.1% |
| 6M | -16.9% | +17.3% | -34.2% | -21.7% |
| YTD | +21.2% | -7.6% | +28.8% | +17.8% |
| 1Y | +27.5% | -16.9% | +44.5% | +27.1% |
| 3Y | -6.4% | +35.1% | -41.5% | -23.2% |
| 5Y | +58.0% | -11.3% | +69.3% | +37.1% |
| 10Y | -14.6% | +98.8% | -113.5% | -45.1% |
| All | +5.7% | +59.5% | -53.8% | -28.9% |
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