+348.2%
HIG vs SHAK
+35.4%
+312.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -0.8% |
| 7D | -1.5% | -8.3% | +6.8% | -0.2% |
| 30D | -0.4% | -12.6% | +12.3% | +1.6% |
| 3M | +6.7% | +9.1% | -2.5% | +4.7% |
| 6M | +2.0% | -31.2% | +33.2% | +6.1% |
| YTD | +0.3% | -21.6% | +21.9% | +1.7% |
| 1Y | +4.2% | -38.8% | +43.0% | +9.7% |
| 3Y | +102.2% | +0.6% | +101.6% | +87.2% |
| 5Y | +118.5% | -22.5% | +141.0% | +102.7% |
| 10Y | +311.1% | +85.3% | +225.8% | +203.5% |
| All | +348.2% | +35.4% | +312.8% | +239.4% |
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 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