+207.5%
HUM vs SHAK
+35.4%
+172.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.2% | -0.9% | +1.9% |
| 7D | +2.1% | -8.3% | +10.3% | +3.0% |
| 30D | +5.4% | -12.6% | +18.0% | +7.0% |
| 3M | +11.4% | +9.1% | +2.3% | +9.9% |
| 6M | +141.5% | -31.2% | +172.8% | +148.9% |
| YTD | +61.2% | -21.6% | +82.8% | +63.5% |
| 1Y | +49.2% | -38.8% | +87.9% | +55.4% |
| 3Y | -9.0% | +0.6% | -9.7% | -13.1% |
| 5Y | +7.2% | -22.5% | +29.7% | +2.4% |
| 10Y | +152.7% | +85.3% | +67.4% | +91.9% |
| All | +207.5% | +35.4% | +172.1% | +161.1% |
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