-94.4%
HTZ vs SHAK
-30.6%
-63.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.2% | -5.8% | -3.7% |
| 7D | -8.5% | +4.3% | -12.8% | -10.0% |
| 30D | -18.9% | +9.0% | -27.9% | -21.4% |
| 3M | -36.0% | +1.8% | -37.9% | -36.7% |
| 6M | -74.6% | +17.3% | -91.9% | -76.6% |
| YTD | -70.8% | -7.6% | -63.2% | -71.3% |
| 1Y | -75.3% | -16.9% | -58.4% | -74.8% |
| 3Y | -81.6% | +35.1% | -116.6% | -85.8% |
| 5Y | -94.4% | -11.3% | -83.2% | -95.5% |
| All | -94.4% | -30.6% | -63.9% | -95.7% |
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