+228.4%
UNH vs SHAK
+87.2%
+141.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.2% | -5.5% | -2.7% |
| 7D | -4.5% | -8.3% | +3.7% | -3.6% |
| 30D | -6.5% | -12.6% | +6.1% | -5.1% |
| 3M | -6.0% | +9.1% | -15.1% | -7.2% |
| 6M | +33.7% | -31.2% | +64.9% | +37.7% |
| YTD | +16.4% | -21.6% | +38.0% | +17.9% |
| 1Y | +10.1% | -38.8% | +48.9% | +14.6% |
| 3Y | -16.3% | +0.6% | -16.9% | -21.3% |
| 5Y | +2.1% | -22.5% | +24.6% | -3.7% |
| All | +228.4% | +87.2% | +141.2% | +131.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling