+85.5%
HUT vs SHAK
-27.4%
+112.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.1% | -3.5% | -4.3% |
| 7D | +2.8% | -11.0% | +13.8% | +10.2% |
| 30D | +2.1% | -14.0% | +16.1% | +11.5% |
| 3M | -14.3% | +13.3% | -27.5% | -24.0% |
| 6M | +84.2% | -35.3% | +119.5% | +123.9% |
| YTD | +97.2% | -24.0% | +121.2% | +112.4% |
| 1Y | +192.7% | -36.7% | +229.4% | +252.2% |
| 3Y | +712.6% | -5.4% | +717.9% | +514.7% |
| 5Y | +85.5% | -24.9% | +110.4% | +43.0% |
| All | +85.5% | -27.4% | +112.9% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling