+306.6%
HD vs SHAK
+47.7%
+259.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -2.1% | -0.7% | -1.4% | -1.9% |
| 30D | -8.4% | -6.6% | -1.8% | -7.5% |
| 3M | +4.3% | +30.1% | -25.7% | -0.2% |
| 6M | -11.1% | -28.7% | +17.6% | -7.7% |
| YTD | -4.7% | -14.5% | +9.8% | -4.1% |
| 1Y | -19.8% | -31.9% | +12.1% | -16.6% |
| 3Y | +4.1% | -1.0% | +5.1% | -1.5% |
| 5Y | +10.3% | -18.7% | +29.0% | +3.5% |
| 10Y | +203.2% | +98.1% | +105.0% | +133.2% |
| All | +306.6% | +47.7% | +259.0% | +214.0% |
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 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