+99.3%
HLT vs SHAK
-2.6%
+102.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.6% |
| 7D | -1.6% | -8.3% | +6.7% | -0.1% |
| 30D | -5.0% | -12.6% | +7.6% | -2.7% |
| 3M | -10.4% | +9.1% | -19.5% | -12.3% |
| 6M | +3.2% | -31.2% | +34.5% | +8.9% |
| YTD | +6.7% | -21.6% | +28.3% | +9.2% |
| 1Y | +10.3% | -38.8% | +49.0% | +18.4% |
| 3Y | +99.3% | +0.6% | +98.7% | +88.4% |
| All | +99.3% | -2.6% | +102.0% | +88.4% |
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 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