+0.6%
SHAK vs HRB
+25.9%
-25.3%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.6% | +3.2% |
| 7D | -8.3% | -8.0% | -0.3% | -8.5% |
| 30D | -12.6% | -16.0% | +3.3% | -13.2% |
| 3M | +9.1% | +26.9% | -17.7% | +11.5% |
| 6M | -31.2% | +51.1% | -82.4% | -26.9% |
| YTD | -21.6% | +7.1% | -28.6% | -11.8% |
| 1Y | -38.8% | -9.6% | -29.2% | -29.0% |
| 3Y | +0.6% | +25.4% | -24.8% | -2.5% |
| All | +0.6% | +25.9% | -25.3% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 3y: compounded portfolio wealth divided by compounded HRB 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…
3y analysis · Full analysis span regression · 6 months rolling