+650.7%
HALO vs SHAK
+35.4%
+615.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.4% |
| 7D | -2.7% | -8.3% | +5.6% | -1.1% |
| 30D | +5.3% | -12.6% | +18.0% | +8.0% |
| 3M | +51.6% | +9.1% | +42.4% | +47.9% |
| 6M | +61.3% | -31.2% | +92.5% | +69.8% |
| YTD | +59.3% | -21.6% | +80.9% | +62.7% |
| 1Y | +38.3% | -38.8% | +77.0% | +47.9% |
| 3Y | +185.9% | +0.6% | +185.3% | +161.7% |
| 5Y | +159.9% | -22.5% | +182.5% | +140.5% |
| 10Y | +965.6% | +85.3% | +880.3% | +588.3% |
| All | +650.7% | +35.4% | +615.3% | +394.2% |
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