+75.8%
HST vs SHAK
-27.4%
+103.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.5% | +1.0% |
| 7D | +0.7% | -11.0% | +11.6% | +3.7% |
| 30D | -0.7% | -14.0% | +13.4% | +3.2% |
| 3M | -4.0% | +13.3% | -17.3% | -7.9% |
| 6M | +20.7% | -35.3% | +56.0% | +31.8% |
| YTD | +31.0% | -24.0% | +55.0% | +35.7% |
| 1Y | +36.2% | -36.7% | +72.9% | +48.0% |
| 3Y | +66.6% | -5.4% | +72.0% | +47.3% |
| 5Y | +75.8% | -24.9% | +100.7% | +53.5% |
| All | +75.8% | -27.4% | +103.2% | +53.5% |
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