+3.2%
HAL vs SHEL
+211.3%
-208.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.2% | -3.3% |
| 7D | -3.3% | +3.9% | -7.2% | -7.5% |
| 30D | +7.2% | +7.0% | +0.2% | -0.9% |
| 3M | -8.8% | +12.5% | -21.3% | -20.7% |
| 6M | +3.0% | +14.8% | -11.8% | -12.8% |
| YTD | +29.4% | +34.2% | -4.8% | -9.5% |
| 1Y | +62.8% | +37.0% | +25.8% | +11.3% |
| 3Y | -6.4% | +70.9% | -77.3% | -50.0% |
| 5Y | +103.6% | +192.5% | -88.9% | -41.4% |
| All | +3.2% | +211.3% | -208.1% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SHEL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling