+898.3%
PH vs SHAK
+47.7%
+850.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -3.1% | -0.7% | -2.4% | -2.9% |
| 30D | -3.2% | -6.6% | +3.4% | -2.0% |
| 3M | +10.6% | +30.1% | -19.5% | +3.5% |
| 6M | -2.1% | -28.7% | +26.6% | +3.0% |
| YTD | +10.2% | -14.5% | +24.7% | +10.8% |
| 1Y | +28.2% | -31.9% | +60.1% | +34.9% |
| 3Y | +134.9% | -1.0% | +135.8% | +118.6% |
| 5Y | +253.6% | -18.7% | +272.3% | +227.7% |
| 10Y | +804.7% | +98.1% | +706.6% | +546.4% |
| All | +898.3% | +47.7% | +850.6% | +624.3% |
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