+1,559.5%
HWM vs SHAK
+99.6%
+1,459.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.4% | -0.1% |
| 7D | -11.4% | -8.3% | -3.2% | -9.3% |
| 30D | -18.5% | -12.6% | -5.8% | -15.5% |
| 3M | -13.2% | +9.1% | -22.3% | -16.1% |
| 6M | -8.7% | -31.2% | +22.6% | -2.3% |
| YTD | +12.2% | -21.6% | +33.7% | +14.4% |
| 1Y | +24.9% | -38.8% | +63.7% | +36.7% |
| 3Y | +383.9% | +0.6% | +383.3% | +328.2% |
| 5Y | +646.1% | -22.5% | +668.7% | +572.2% |
| All | +1,559.5% | +99.6% | +1,459.9% | +813.9% |
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