-91.5%
HTZ vs SHAK
-35.7%
-55.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +7.5% | -0.7% | +8.2% | +7.7% |
| 30D | +47.4% | -6.6% | +54.1% | +50.3% |
| 3M | -54.9% | +30.1% | -85.0% | -59.7% |
| 6M | -47.0% | -28.7% | -18.3% | -42.3% |
| YTD | -55.3% | -14.5% | -40.8% | -54.7% |
| 1Y | -57.6% | -31.9% | -25.8% | -53.6% |
| 3Y | -86.6% | -1.0% | -85.6% | -88.3% |
| 5Y | -86.1% | -18.7% | -67.4% | -88.5% |
| All | -91.5% | -35.7% | -55.7% | -93.1% |
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