+223.3%
HOOD vs SHAK
-37.9%
+261.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.8% | -2.2% |
| 7D | -7.8% | -8.3% | +0.5% | -4.1% |
| 30D | +18.6% | -12.6% | +31.2% | +26.6% |
| 3M | +22.1% | +9.1% | +12.9% | +15.2% |
| 6M | +43.1% | -31.2% | +74.3% | +62.4% |
| YTD | -0.5% | -21.6% | +21.1% | +4.8% |
| 1Y | -4.4% | -38.8% | +34.4% | +14.1% |
| 3Y | +938.5% | +0.6% | +937.9% | +776.5% |
| 5Y | +173.4% | -22.5% | +196.0% | +116.3% |
| All | +223.3% | -37.9% | +261.2% | +64.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling