+11.0%
HAS vs SHAK
-25.9%
+36.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -0.1% |
| 7D | -4.8% | -7.2% | +2.4% | -3.4% |
| 30D | -5.1% | -11.8% | +6.7% | -2.7% |
| 3M | +6.4% | +17.2% | -10.8% | +2.3% |
| 6M | -5.6% | -34.1% | +28.5% | +0.5% |
| YTD | +11.0% | -22.4% | +33.3% | +13.6% |
| 1Y | +16.8% | -35.9% | +52.7% | +24.2% |
| 3Y | +44.0% | -3.4% | +47.4% | +35.0% |
| 5Y | +11.0% | -25.4% | +36.4% | +3.9% |
| All | +11.0% | -25.9% | +36.9% | +3.9% |
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