+58.0%
HAS vs SHAK
+81.5%
-23.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.8% |
| 7D | -3.1% | -11.0% | +7.9% | -0.6% |
| 30D | -6.4% | -14.0% | +7.6% | -3.3% |
| 3M | +10.4% | +13.3% | -2.9% | +6.7% |
| 6M | -3.7% | -35.3% | +31.7% | +3.5% |
| YTD | +12.5% | -24.0% | +36.4% | +16.0% |
| 1Y | +19.8% | -36.7% | +56.5% | +28.3% |
| 3Y | +46.0% | -5.4% | +51.3% | +36.8% |
| 5Y | +12.5% | -24.9% | +37.4% | +5.5% |
| All | +58.0% | +81.5% | -23.4% | +14.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling