+50.2%
HAS vs SHAK
-13.2%
+63.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.4% |
| 7D | +1.6% | +4.1% | -2.5% | +0.7% |
| 30D | +26.6% | +2.3% | +24.3% | +25.7% |
| 3M | +29.0% | -0.2% | +29.2% | +28.4% |
| 6M | +30.6% | +10.1% | +20.5% | +26.3% |
| YTD | +51.5% | -10.5% | +62.0% | +49.8% |
| 1Y | +58.5% | -22.4% | +80.9% | +61.6% |
| 3Y | +214.1% | +32.1% | +182.0% | +172.1% |
| 5Y | +50.2% | -14.0% | +64.2% | +34.2% |
| All | +50.2% | -13.2% | +63.4% | +34.2% |
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 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