+75.2%
HDB vs SHAK
+43.4%
+31.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -2.7% |
| 7D | -2.0% | -0.3% | -1.7% | -2.0% |
| 30D | -4.9% | -5.2% | +0.4% | -4.3% |
| 3M | -2.3% | +27.3% | -29.6% | -5.5% |
| 6M | -23.7% | -27.9% | +4.2% | -21.5% |
| YTD | -38.5% | -17.0% | -21.5% | -37.9% |
| 1Y | -36.5% | -30.9% | -5.5% | -34.6% |
| 3Y | -28.5% | +3.4% | -31.8% | -32.4% |
| 5Y | -37.4% | -20.5% | -16.9% | -40.7% |
| 10Y | +34.0% | +88.3% | -54.2% | +9.7% |
| All | +75.2% | +43.4% | +31.8% | +47.2% |
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