+392.8%
HL vs SHAK
-2.6%
+395.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.4% | -1.9% |
| 7D | -4.4% | -8.3% | +3.9% | -2.6% |
| 30D | +9.3% | -12.6% | +21.9% | +12.6% |
| 3M | +32.0% | +9.1% | +22.9% | +29.5% |
| 6M | -6.4% | -31.2% | +24.8% | -0.5% |
| YTD | +3.1% | -21.6% | +24.7% | +6.7% |
| 1Y | +77.6% | -38.8% | +116.3% | +92.6% |
| 3Y | +392.8% | +0.6% | +392.2% | +288.0% |
| All | +392.8% | -2.6% | +395.5% | +288.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling