+208.5%
HUT vs SHAK
-34.9%
+243.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.2% | +5.7% | +8.0% |
| 7D | +5.4% | -8.3% | +13.7% | +7.7% |
| 30D | +8.6% | -12.6% | +21.3% | +12.3% |
| 3M | -15.2% | +9.1% | -24.3% | -18.8% |
| 6M | +92.9% | -31.2% | +124.1% | +117.3% |
| YTD | +114.6% | -21.6% | +136.2% | +133.0% |
| 1Y | +208.5% | -38.8% | +247.3% | +297.7% |
| All | +208.5% | -34.9% | +243.4% | +297.7% |
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 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