-93.9%
HTZ vs SHAK
-33.4%
-60.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +3.0% | -11.3% | -9.4% |
| 7D | -14.6% | +2.0% | -16.6% | -15.0% |
| 30D | -20.8% | +12.0% | -32.8% | -23.9% |
| 3M | -18.8% | +2.3% | -21.2% | -19.6% |
| 6M | -74.7% | -25.5% | -49.2% | -73.0% |
| YTD | -68.1% | -11.4% | -56.7% | -68.1% |
| 1Y | -73.5% | -21.8% | -51.7% | -72.4% |
| 3Y | -81.8% | +25.8% | -107.7% | -85.6% |
| 5Y | -95.2% | -21.0% | -74.3% | -96.0% |
| All | -93.9% | -33.4% | -60.5% | -95.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling