-75.3%
HTZ vs SHAK
-20.2%
-55.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.2% | -5.8% | -3.3% |
| 7D | -8.5% | +4.3% | -12.8% | -9.4% |
| 30D | -18.9% | +9.0% | -27.9% | -20.3% |
| 3M | -36.0% | +1.8% | -37.9% | -36.5% |
| 6M | -74.6% | +17.3% | -91.9% | -75.7% |
| YTD | -70.8% | -7.6% | -63.2% | -69.8% |
| 1Y | -75.3% | -16.9% | -58.4% | -74.0% |
| All | -75.3% | -20.2% | -55.1% | -74.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling