+218.0%
XHB vs SHAK
+34.1%
+184.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -0.1% |
| 7D | -1.9% | -7.2% | +5.3% | -0.3% |
| 30D | -8.3% | -11.8% | +3.5% | -5.8% |
| 3M | -7.1% | +17.2% | -24.3% | -10.8% |
| 6M | -5.3% | -34.1% | +28.9% | +1.8% |
| YTD | -3.2% | -22.4% | +19.2% | -0.2% |
| 1Y | -13.9% | -35.9% | +22.1% | -7.6% |
| 3Y | +24.9% | -3.4% | +28.3% | +16.6% |
| 5Y | +34.5% | -25.4% | +59.9% | +26.9% |
| 10Y | +215.5% | +83.4% | +132.0% | +133.2% |
| All | +218.0% | +34.1% | +184.0% | +138.7% |
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