+396.0%
HPE vs SHAK
-22.8%
+418.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +3.2% | +9.3% | +11.8% |
| 7D | +19.4% | -8.3% | +27.7% | +21.3% |
| 30D | +5.6% | -12.6% | +18.3% | +8.2% |
| 3M | +33.1% | +9.1% | +23.9% | +29.9% |
| 6M | +192.5% | -31.2% | +223.7% | +208.6% |
| YTD | +160.9% | -21.6% | +182.5% | +166.3% |
| 1Y | +155.0% | -38.8% | +193.7% | +174.5% |
| 3Y | +289.4% | +0.6% | +288.8% | +268.2% |
| All | +396.0% | -22.8% | +418.8% | +352.4% |
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 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