+18.3%
HAS vs SHAK
-35.9%
+54.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -0.5% |
| 7D | -4.8% | -7.2% | +2.4% | -3.8% |
| 30D | -5.1% | -11.8% | +6.7% | -3.4% |
| 3M | +6.4% | +17.2% | -10.8% | +3.4% |
| 6M | -5.6% | -34.1% | +28.5% | -2.2% |
| YTD | +11.0% | -22.4% | +33.3% | +10.9% |
| All | +18.3% | -35.9% | +54.2% | +23.7% |
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