+37.3%
SHAK vs HRB
+103.4%
-66.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.6% | -4.9% | -6.1% |
| 7D | -7.2% | -10.6% | +3.4% | -4.3% |
| 30D | -11.8% | -0.8% | -11.0% | -12.0% |
| 3M | +17.2% | +19.1% | -1.9% | +10.7% |
| 6M | -34.1% | +48.7% | -82.8% | -43.8% |
| YTD | -22.4% | +7.1% | -29.5% | -26.4% |
| 1Y | -35.9% | -8.3% | -27.6% | -35.9% |
| 3Y | -3.4% | +25.8% | -29.2% | -16.9% |
| 5Y | -25.4% | +111.1% | -136.5% | -49.0% |
| 10Y | +83.4% | +206.6% | -123.1% | +1.8% |
| All | +37.3% | +103.4% | -66.1% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling