+123.9%
HSY vs SHAK
+34.1%
+89.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | -0.2% |
| 7D | -3.0% | -7.2% | +4.2% | -2.5% |
| 30D | -5.0% | -11.8% | +6.8% | -4.4% |
| 3M | -1.3% | +17.2% | -18.5% | -2.3% |
| 6M | -21.5% | -34.1% | +12.6% | -20.1% |
| YTD | -3.3% | -22.4% | +19.1% | -2.6% |
| 1Y | -5.5% | -35.9% | +30.4% | -3.9% |
| 3Y | -9.9% | -3.4% | -6.6% | -12.4% |
| 5Y | +11.3% | -25.4% | +36.8% | +8.3% |
| 10Y | +128.1% | +83.4% | +44.6% | +100.5% |
| All | +123.9% | +34.1% | +89.8% | +97.0% |
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 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