+179.5%
HON vs SHAK
+31.3%
+148.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.7% | -1.0% |
| 7D | -2.6% | -11.0% | +8.3% | -0.9% |
| 30D | -11.9% | -14.0% | +2.2% | -9.9% |
| 3M | -6.1% | +13.3% | -19.3% | -8.3% |
| 6M | -19.2% | -35.3% | +16.1% | -15.0% |
| YTD | +0.2% | -24.0% | +24.1% | +2.4% |
| 1Y | -1.5% | -36.7% | +35.2% | +3.4% |
| 3Y | +17.9% | -5.4% | +23.3% | +12.1% |
| 5Y | +1.9% | -24.9% | +26.8% | -3.2% |
| 10Y | +135.2% | +79.6% | +55.5% | +86.8% |
| All | +179.5% | +31.3% | +148.2% | +122.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling