+30.7%
HD vs SHAK
+36.4%
-5.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.0% | -0.4% |
| 7D | +1.5% | +4.3% | -2.8% | +0.8% |
| 30D | +18.0% | +9.0% | +9.0% | +16.4% |
| 3M | +2.8% | +1.8% | +1.0% | +2.2% |
| 6M | +17.0% | +17.3% | -0.4% | +13.3% |
| YTD | +3.5% | -7.6% | +11.2% | +2.5% |
| 1Y | -2.6% | -16.9% | +14.3% | -2.2% |
| 3Y | +30.7% | +35.1% | -4.3% | +13.4% |
| All | +30.7% | +36.4% | -5.7% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling