-21.5%
ZBH vs SHAK
-2.6%
-18.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.0% | +0.9% |
| 7D | -4.7% | -8.3% | +3.6% | -4.0% |
| 30D | -4.5% | -12.6% | +8.1% | -3.4% |
| 3M | +7.6% | +9.1% | -1.5% | +6.7% |
| 6M | +0.3% | -31.2% | +31.5% | +2.4% |
| YTD | +4.5% | -21.6% | +26.1% | +5.4% |
| 1Y | -9.4% | -38.8% | +29.4% | -6.9% |
| 3Y | -21.5% | +0.6% | -22.1% | -24.2% |
| All | -21.5% | -2.6% | -18.8% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling