+161.6%
HALO vs SHAK
-22.8%
+184.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.4% |
| 7D | -2.7% | -8.3% | +5.6% | -1.3% |
| 30D | +5.3% | -12.6% | +18.0% | +7.6% |
| 3M | +51.6% | +9.1% | +42.4% | +48.4% |
| 6M | +61.3% | -31.2% | +92.5% | +69.1% |
| YTD | +59.3% | -21.6% | +80.9% | +62.4% |
| 1Y | +38.3% | -38.8% | +77.0% | +47.2% |
| 3Y | +185.9% | +0.6% | +185.3% | +158.9% |
| All | +161.6% | -22.8% | +184.4% | +139.9% |
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 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