-94.0%
HTZ vs SHAK
-28.6%
-65.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.3% | -7.9% | -3.1% |
| 7D | -16.4% | +6.5% | -22.9% | -18.1% |
| 30D | -15.1% | +15.3% | -30.4% | -19.3% |
| 3M | -28.2% | +8.5% | -36.7% | -30.4% |
| 6M | -73.1% | +10.0% | -83.1% | -74.7% |
| YTD | -68.3% | -5.0% | -63.3% | -69.1% |
| 1Y | -75.2% | -15.3% | -59.9% | -74.9% |
| 3Y | -81.1% | +40.7% | -121.8% | -85.7% |
| 5Y | -95.0% | -7.9% | -87.1% | -96.0% |
| All | -94.0% | -28.6% | -65.4% | -95.3% |
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