+62.4%
HYG vs SHAK
+35.4%
+26.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.2% |
| 7D | -0.7% | -8.3% | +7.6% | -0.2% |
| 30D | -0.7% | -12.6% | +11.9% | 0.0% |
| 3M | -0.2% | +9.1% | -9.3% | -0.9% |
| 6M | +1.4% | -31.2% | +32.7% | +3.1% |
| YTD | +1.5% | -21.6% | +23.0% | +2.1% |
| 1Y | +2.9% | -38.8% | +41.7% | +5.0% |
| 3Y | +25.6% | +0.6% | +25.0% | +22.2% |
| 5Y | +18.6% | -22.5% | +41.1% | +15.0% |
| 10Y | +55.7% | +85.3% | -29.6% | +39.8% |
| All | +62.4% | +35.4% | +26.9% | +45.8% |
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