+206.4%
HD vs SHAK
+87.2%
+119.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.4% |
| 7D | -3.8% | -8.3% | +4.5% | -2.3% |
| 30D | -9.4% | -12.6% | +3.2% | -7.3% |
| 3M | -4.6% | +9.1% | -13.7% | -6.5% |
| 6M | -10.1% | -31.2% | +21.2% | -5.5% |
| YTD | -8.3% | -21.6% | +13.3% | -6.3% |
| 1Y | -25.0% | -38.8% | +13.8% | -20.0% |
| 3Y | +1.5% | +0.6% | +0.9% | -5.8% |
| 5Y | +5.6% | -22.5% | +28.1% | -1.7% |
| All | +206.4% | +87.2% | +119.2% | +104.0% |
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