+551.0%
HCA vs SHAK
+35.4%
+515.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.8% | +0.8% |
| 7D | +5.4% | -8.3% | +13.7% | +6.8% |
| 30D | +3.0% | -12.6% | +15.6% | +5.2% |
| 3M | +13.0% | +9.1% | +3.9% | +10.8% |
| 6M | -20.3% | -31.2% | +11.0% | -16.8% |
| YTD | -8.2% | -21.6% | +13.4% | -6.9% |
| 1Y | +6.7% | -38.8% | +45.5% | +12.7% |
| 3Y | +60.4% | +0.6% | +59.8% | +46.7% |
| 5Y | +73.4% | -22.5% | +96.0% | +59.1% |
| 10Y | +506.9% | +85.3% | +421.6% | +344.7% |
| All | +551.0% | +35.4% | +515.6% | +376.1% |
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 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