+746.7%
HUT vs SHAK
-5.6%
+752.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.1% | -3.5% | -4.7% |
| 7D | +2.8% | -11.0% | +13.8% | +7.6% |
| 30D | +2.1% | -14.0% | +16.1% | +8.2% |
| 3M | -14.3% | +13.3% | -27.5% | -20.8% |
| 6M | +84.2% | -35.3% | +119.5% | +113.6% |
| YTD | +97.2% | -24.0% | +121.2% | +111.1% |
| 1Y | +192.7% | -36.7% | +229.4% | +239.5% |
| All | +746.7% | -5.6% | +752.4% | +962.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling