+1,773.8%
HWM vs SHAK
+117.6%
+1,656.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -2.1% | -0.7% | -1.4% | -1.9% |
| 30D | -11.0% | -6.6% | -4.4% | -9.5% |
| 3M | +4.0% | +30.1% | -26.0% | -4.3% |
| 6M | -0.2% | -28.7% | +28.5% | +5.8% |
| YTD | +26.7% | -14.5% | +41.2% | +26.1% |
| 1Y | +44.7% | -31.9% | +76.6% | +53.5% |
| 3Y | +426.1% | -1.0% | +427.0% | +369.6% |
| 5Y | +738.5% | -18.7% | +757.2% | +647.4% |
| All | +1,773.8% | +117.6% | +1,656.2% | +907.6% |
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