+108.1%
HST vs SHAK
+81.5%
+26.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.5% | +1.1% |
| 7D | +0.7% | -11.0% | +11.6% | +4.1% |
| 30D | -0.7% | -14.0% | +13.4% | +3.7% |
| 3M | -4.0% | +13.3% | -17.3% | -8.4% |
| 6M | +20.7% | -35.3% | +56.0% | +32.7% |
| YTD | +31.0% | -24.0% | +55.0% | +36.2% |
| 1Y | +36.2% | -36.7% | +72.9% | +48.9% |
| 3Y | +66.6% | -5.4% | +72.0% | +48.7% |
| 5Y | +75.8% | -24.9% | +100.7% | +59.1% |
| All | +108.1% | +81.5% | +26.6% | +32.8% |
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 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