+16.0%
HAL vs SHAK
+47.7%
-31.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +2.9% | -0.7% | +3.6% | +3.1% |
| 30D | +17.0% | -6.6% | +23.7% | +18.7% |
| 3M | -9.7% | +30.1% | -39.7% | -16.1% |
| 6M | +8.6% | -28.7% | +37.4% | +14.2% |
| YTD | +33.0% | -14.5% | +47.5% | +32.6% |
| 1Y | +68.3% | -31.9% | +100.2% | +76.6% |
| 3Y | +0.1% | -1.0% | +1.1% | -10.6% |
| 5Y | +102.6% | -18.7% | +121.3% | +78.8% |
| 10Y | +3.8% | +98.1% | -94.3% | -32.3% |
| All | +16.0% | +47.7% | -31.6% | -20.0% |
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