+243.8%
HPQ vs SHAK
+87.2%
+156.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +3.2% | +5.2% | +7.7% |
| 7D | +9.8% | -8.3% | +18.0% | +11.7% |
| 30D | +22.4% | -12.6% | +35.0% | +25.7% |
| 3M | +45.2% | +9.1% | +36.0% | +41.5% |
| 6M | +96.4% | -31.2% | +127.7% | +107.6% |
| YTD | +65.4% | -21.6% | +87.0% | +69.1% |
| 1Y | +31.6% | -38.8% | +70.4% | +41.7% |
| 3Y | +37.0% | +0.6% | +36.4% | +26.2% |
| 5Y | +53.0% | -22.5% | +75.5% | +41.7% |
| All | +243.8% | +87.2% | +156.6% | +136.3% |
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