+256.9%
HL vs SHAK
+87.2%
+169.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.4% | -2.0% |
| 7D | -4.4% | -8.3% | +3.9% | -2.4% |
| 30D | +9.3% | -12.6% | +21.9% | +13.0% |
| 3M | +32.0% | +9.1% | +22.9% | +28.8% |
| 6M | -6.4% | -31.2% | +24.8% | +0.1% |
| YTD | +3.1% | -21.6% | +24.7% | +6.8% |
| 1Y | +77.6% | -38.8% | +116.3% | +94.5% |
| 3Y | +392.8% | +0.6% | +392.2% | +348.4% |
| 5Y | +234.1% | -22.5% | +256.6% | +207.3% |
| All | +256.9% | +87.2% | +169.7% | +179.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling