+1.5%
HON vs SHAK
-22.8%
+24.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.4% |
| 7D | -3.5% | -8.3% | +4.8% | -2.3% |
| 30D | -13.8% | -12.6% | -1.1% | -12.1% |
| 3M | -11.7% | +9.1% | -20.8% | -13.1% |
| 6M | -18.7% | -31.2% | +12.5% | -15.6% |
| YTD | +0.2% | -21.6% | +21.8% | +1.7% |
| 1Y | -3.1% | -38.8% | +35.7% | +1.9% |
| 3Y | +17.0% | +0.6% | +16.4% | +10.1% |
| All | +1.5% | -22.8% | +24.3% | -4.1% |
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