+138.4%
HLT vs SHAK
-22.8%
+161.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.8% |
| 7D | -1.6% | -8.3% | +6.7% | +0.5% |
| 30D | -5.0% | -12.6% | +7.6% | -1.9% |
| 3M | -10.4% | +9.1% | -19.5% | -13.0% |
| 6M | +3.2% | -31.2% | +34.5% | +10.5% |
| YTD | +6.7% | -21.6% | +28.3% | +9.6% |
| 1Y | +10.3% | -38.8% | +49.0% | +20.7% |
| 3Y | +99.3% | +0.6% | +98.7% | +74.6% |
| All | +138.4% | -22.8% | +161.2% | +112.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling