+57.5%
HST vs SHAK
+43.4%
+14.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.8% |
| 7D | +2.0% | -0.3% | +2.3% | +2.1% |
| 30D | -5.2% | -5.2% | 0.0% | -4.0% |
| 3M | -6.2% | +27.3% | -33.5% | -12.6% |
| 6M | +20.4% | -27.9% | +48.3% | +27.3% |
| YTD | +30.6% | -17.0% | +47.6% | +32.4% |
| 1Y | +37.4% | -30.9% | +68.3% | +45.4% |
| 3Y | +66.1% | +3.4% | +62.7% | +48.9% |
| 5Y | +73.7% | -20.5% | +94.2% | +59.0% |
| 10Y | +99.8% | +88.3% | +11.5% | +43.3% |
| All | +57.5% | +43.4% | +14.1% | +11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling