+24.3%
HWM vs SHAK
-37.3%
+61.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.9% |
| 7D | -12.5% | -11.0% | -1.5% | -12.0% |
| 30D | -19.0% | -14.0% | -5.0% | -18.4% |
| 3M | -8.6% | +13.3% | -21.9% | -9.2% |
| 6M | -10.2% | -35.3% | +25.2% | -9.2% |
| YTD | +11.3% | -24.0% | +35.3% | +8.3% |
| 1Y | +24.3% | -36.7% | +61.0% | +22.5% |
| All | +24.3% | -37.3% | +61.5% | +22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling