+341.8%
UNH vs SHAK
+31.3%
+310.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.0% |
| 7D | -3.2% | -11.0% | +7.8% | -2.0% |
| 30D | -3.5% | -14.0% | +10.6% | -1.9% |
| 3M | -4.2% | +13.3% | -17.4% | -5.7% |
| 6M | +38.3% | -35.3% | +73.6% | +43.2% |
| YTD | +19.2% | -24.0% | +43.2% | +21.1% |
| 1Y | +15.0% | -36.7% | +51.7% | +18.9% |
| 3Y | -14.5% | -5.4% | -9.2% | -18.3% |
| 5Y | +4.6% | -24.9% | +29.5% | -0.3% |
| 10Y | +241.1% | +79.6% | +161.5% | +165.9% |
| All | +341.8% | +31.3% | +310.6% | +252.5% |
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