+145.0%
HAS vs SHAK
+47.7%
+97.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -1.8% | -0.7% | -1.1% | -1.7% |
| 30D | +2.3% | -6.6% | +8.9% | +3.5% |
| 3M | +10.4% | +30.1% | -19.7% | +4.5% |
| 6M | -3.2% | -28.7% | +25.5% | +1.1% |
| YTD | +15.4% | -14.5% | +29.9% | +16.0% |
| 1Y | +18.8% | -31.9% | +50.7% | +24.4% |
| 3Y | +43.9% | -1.0% | +44.9% | +36.0% |
| 5Y | +13.9% | -18.7% | +32.6% | +7.0% |
| 10Y | +56.4% | +98.1% | -41.7% | +22.0% |
| All | +145.0% | +47.7% | +97.3% | +93.6% |
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