+588.2%
HBM vs SHAK
+87.2%
+501.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.6% | -1.4% |
| 7D | -3.3% | -8.3% | +5.0% | -1.0% |
| 30D | -4.8% | -12.6% | +7.8% | -1.2% |
| 3M | -0.4% | +9.1% | -9.5% | -3.6% |
| 6M | +17.9% | -31.2% | +49.1% | +27.4% |
| YTD | +33.7% | -21.6% | +55.3% | +38.4% |
| 1Y | +95.6% | -38.8% | +134.4% | +116.5% |
| 3Y | +458.1% | +0.6% | +457.5% | +405.0% |
| 5Y | +329.0% | -22.5% | +351.5% | +293.2% |
| All | +588.2% | +87.2% | +501.0% | +281.4% |
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