+1,474.6%
HWM vs SHAK
+97.6%
+1,377.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.2% | -1.9% |
| 7D | +7.3% | +4.3% | +3.0% | +6.0% |
| 30D | +1.6% | +9.0% | -7.5% | -0.9% |
| 3M | -21.9% | +1.8% | -23.7% | -22.7% |
| 6M | -19.0% | +17.3% | -36.4% | -23.9% |
| YTD | +7.9% | -7.6% | +15.6% | +4.7% |
| 1Y | +9.9% | -16.9% | +26.8% | +9.9% |
| 3Y | +342.1% | +35.1% | +307.1% | +258.4% |
| 5Y | +600.8% | -11.3% | +612.0% | +511.2% |
| All | +1,474.6% | +97.6% | +1,377.0% | +795.0% |
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 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