+453.2%
HUT vs SHAK
+62.8%
+390.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.9% | +9.2% | +7.7% |
| 7D | +28.3% | -0.3% | +28.6% | +28.4% |
| 30D | +12.3% | -5.2% | +17.5% | +15.0% |
| 3M | -16.8% | +27.3% | -44.1% | -28.3% |
| 6M | +111.4% | -27.9% | +139.2% | +134.5% |
| YTD | +116.6% | -17.0% | +133.5% | +122.3% |
| 1Y | +290.5% | -30.9% | +321.4% | +336.0% |
| 3Y | +792.3% | +3.4% | +788.9% | +662.2% |
| 5Y | +94.1% | -20.5% | +114.6% | +82.7% |
| All | +453.2% | +62.8% | +390.4% | +334.5% |
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