+87.5%
HST vs SHAK
+36.4%
+51.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.2% | -0.7% |
| 7D | +3.6% | +4.3% | -0.7% | +2.7% |
| 30D | +11.2% | +9.0% | +2.2% | +9.2% |
| 3M | +13.1% | +1.8% | +11.3% | +12.2% |
| 6M | +23.9% | +17.3% | +6.6% | +18.9% |
| YTD | +52.3% | -7.6% | +59.9% | +50.2% |
| 1Y | +56.7% | -16.9% | +73.6% | +58.1% |
| 3Y | +87.5% | +35.1% | +52.5% | +64.0% |
| All | +87.5% | +36.4% | +51.1% | +64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling