+645.2%
HWM vs SHAK
-25.9%
+671.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +7.0% | +1.9% |
| 7D | -8.0% | -7.2% | -0.8% | -6.5% |
| 30D | -18.0% | -11.8% | -6.2% | -15.9% |
| 3M | -9.5% | +17.2% | -26.7% | -13.2% |
| 6M | -8.4% | -34.1% | +25.8% | -2.3% |
| YTD | +13.6% | -22.4% | +36.0% | +15.5% |
| 1Y | +30.2% | -35.9% | +66.2% | +38.4% |
| 3Y | +392.2% | -3.4% | +395.6% | +355.5% |
| 5Y | +645.2% | -25.4% | +670.6% | +610.5% |
| All | +645.2% | -25.9% | +671.1% | +610.5% |
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 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