+82.3%
HST vs SHAK
-12.1%
+94.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.2% | -0.9% |
| 7D | +3.6% | +4.3% | -0.7% | +2.3% |
| 30D | +11.2% | +9.0% | +2.2% | +8.4% |
| 3M | +13.1% | +1.8% | +11.3% | +11.9% |
| 6M | +23.9% | +17.3% | +6.6% | +16.6% |
| YTD | +52.3% | -7.6% | +59.9% | +49.0% |
| 1Y | +56.7% | -16.9% | +73.6% | +58.0% |
| 3Y | +87.5% | +35.1% | +52.5% | +46.0% |
| All | +82.3% | -12.1% | +94.3% | +61.0% |
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 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