+448.2%
HUT vs SHAK
+53.7%
+394.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.2% | +5.7% | +7.3% |
| 7D | +5.4% | -8.3% | +13.7% | +9.9% |
| 30D | +8.6% | -12.6% | +21.3% | +15.8% |
| 3M | -15.2% | +9.1% | -24.3% | -21.1% |
| 6M | +92.9% | -31.2% | +124.1% | +119.3% |
| YTD | +114.6% | -21.6% | +136.2% | +126.6% |
| 1Y | +208.5% | -38.8% | +247.3% | +266.3% |
| 3Y | +821.5% | +0.6% | +820.9% | +697.0% |
| 5Y | +101.8% | -22.5% | +124.4% | +93.4% |
| All | +448.2% | +53.7% | +394.5% | +343.1% |
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 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