+237.0%
HOOD vs SHAK
-34.3%
+271.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -1.0% | -2.5% |
| 7D | +13.4% | -0.3% | +13.7% | +13.7% |
| 30D | +25.8% | -5.2% | +31.0% | +29.3% |
| 3M | +38.0% | +27.3% | +10.7% | +21.1% |
| 6M | +52.2% | -27.9% | +80.1% | +69.1% |
| YTD | +3.7% | -17.0% | +20.7% | +6.4% |
| 1Y | +0.1% | -30.9% | +31.0% | +12.3% |
| 3Y | +992.6% | +3.4% | +989.2% | +813.8% |
| 5Y | +193.0% | -20.5% | +213.5% | +115.4% |
| All | +237.0% | -34.3% | +271.3% | +66.8% |
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 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