+332.5%
HBM vs SHAK
-22.8%
+355.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.6% | -1.3% |
| 7D | -3.3% | -8.3% | +5.0% | -1.3% |
| 30D | -4.8% | -12.6% | +7.8% | -1.6% |
| 3M | -0.4% | +9.1% | -9.5% | -3.2% |
| 6M | +17.9% | -31.2% | +49.1% | +26.6% |
| YTD | +33.7% | -21.6% | +55.3% | +38.1% |
| 1Y | +95.6% | -38.8% | +134.4% | +114.8% |
| 3Y | +458.1% | +0.6% | +457.5% | +412.8% |
| All | +332.5% | -22.8% | +355.2% | +279.8% |
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