+72.8%
HCA vs SHAK
-22.8%
+95.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.8% | +1.0% |
| 7D | +5.4% | -8.3% | +13.7% | +6.4% |
| 30D | +3.0% | -12.6% | +15.6% | +4.6% |
| 3M | +13.0% | +9.1% | +3.9% | +11.5% |
| 6M | -20.3% | -31.2% | +11.0% | -17.7% |
| YTD | -8.2% | -21.6% | +13.4% | -7.4% |
| 1Y | +6.7% | -38.8% | +45.5% | +11.2% |
| 3Y | +60.4% | +0.6% | +59.8% | +46.3% |
| All | +72.8% | -22.8% | +95.6% | +56.1% |
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