+717.5%
HPE vs SHAK
+44.9%
+672.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -6.5% | +11.6% | +6.6% |
| 7D | +13.6% | -7.2% | +20.8% | +15.4% |
| 30D | +7.7% | -11.8% | +19.5% | +10.6% |
| 3M | +22.4% | +17.2% | +5.2% | +16.9% |
| 6M | +172.6% | -34.1% | +206.7% | +191.4% |
| YTD | +147.5% | -22.4% | +169.9% | +153.2% |
| 1Y | +151.8% | -35.9% | +187.7% | +168.7% |
| 3Y | +267.1% | -3.4% | +270.4% | +241.9% |
| 5Y | +362.8% | -25.4% | +388.2% | +333.3% |
| 10Y | +540.2% | +83.4% | +456.7% | +329.1% |
| All | +717.5% | +44.9% | +672.6% | +456.0% |
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