-93.4%
HTZ vs SHAK
-35.4%
-58.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -4.1% | -16.7% | -19.4% |
| 7D | -7.7% | -1.0% | -6.8% | -7.1% |
| 30D | -13.1% | +8.1% | -21.2% | -15.4% |
| 3M | +14.7% | -6.1% | +20.8% | +16.6% |
| 6M | -70.6% | -27.7% | -42.9% | -68.2% |
| YTD | -65.2% | -14.0% | -51.2% | -64.8% |
| 1Y | -73.2% | -27.1% | -46.1% | -71.3% |
| 3Y | -80.8% | +17.3% | -98.1% | -84.4% |
| 5Y | -94.8% | -23.2% | -71.5% | -95.6% |
| All | -93.4% | -35.4% | -58.0% | -94.7% |
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 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