+17.0%
HON vs SHAK
-2.6%
+19.6%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.3% |
| 7D | -3.5% | -8.3% | +4.8% | -2.3% |
| 30D | -13.8% | -12.6% | -1.1% | -12.2% |
| 3M | -11.7% | +9.1% | -20.8% | -13.1% |
| 6M | -18.7% | -31.2% | +12.5% | -15.8% |
| YTD | +0.2% | -21.6% | +21.8% | +1.4% |
| 1Y | -3.1% | -38.8% | +35.7% | +1.7% |
| 3Y | +17.0% | +0.6% | +16.4% | +8.4% |
| All | +17.0% | -2.6% | +19.6% | +8.4% |
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