+25.0%
HL vs SHAK
-21.2%
+46.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +3.8% | +9.4% | +12.3% |
| 7D | +0.2% | +8.3% | -8.1% | -1.6% |
| 30D | -12.1% | +16.7% | -28.8% | -15.2% |
| 3M | -2.8% | +10.0% | -12.8% | -4.7% |
| 6M | -14.9% | -23.8% | +8.9% | -10.3% |
| YTD | -22.0% | -10.3% | -11.8% | -22.2% |
| 1Y | +25.0% | -22.9% | +47.9% | +30.6% |
| All | +25.0% | -21.2% | +46.3% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling