-6.6%
ZBH vs SHAK
+31.3%
-37.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -2.0% |
| 7D | -6.6% | -11.0% | +4.4% | -4.8% |
| 30D | -4.9% | -14.0% | +9.1% | -2.7% |
| 3M | +5.1% | +13.3% | -8.1% | +2.7% |
| 6M | +1.3% | -35.3% | +36.7% | +6.7% |
| YTD | +3.4% | -24.0% | +27.3% | +5.6% |
| 1Y | -8.7% | -36.7% | +28.0% | -4.1% |
| 3Y | -21.2% | -5.4% | -15.8% | -26.3% |
| 5Y | -29.2% | -24.9% | -4.3% | -33.7% |
| 10Y | -17.5% | +79.6% | -97.1% | -35.6% |
| All | -6.6% | +31.3% | -37.9% | -27.6% |
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