+133.9%
HL vs SHAK
-34.0%
+167.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +1.5% | -0.7% | +2.2% | +1.7% |
| 30D | +25.1% | -6.6% | +31.7% | +27.0% |
| 3M | +22.9% | +30.1% | -7.2% | +17.2% |
| 6M | -4.9% | -28.7% | +23.8% | +1.1% |
| YTD | +7.8% | -14.5% | +22.3% | +10.5% |
| 1Y | +133.9% | -31.9% | +165.8% | +134.5% |
| All | +133.9% | -34.0% | +167.9% | +134.5% |
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