+91.5%
HALO vs SHAK
-21.2%
+112.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.5% | +1.1% |
| 7D | +0.2% | +8.3% | -8.1% | -0.3% |
| 30D | +20.3% | +16.7% | +3.6% | +18.8% |
| 3M | +56.6% | +10.0% | +46.6% | +55.2% |
| 6M | +101.9% | -23.8% | +125.7% | +108.4% |
| YTD | +93.7% | -10.3% | +104.0% | +95.1% |
| 1Y | +91.5% | -22.9% | +114.4% | +94.8% |
| All | +91.5% | -21.2% | +112.8% | +94.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling