+6.3%
HAL vs SHEL
+210.2%
-203.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.6% |
| 7D | -1.3% | +3.0% | -4.3% | -4.7% |
| 30D | +10.9% | +7.2% | +3.7% | +2.3% |
| 3M | -5.8% | +12.9% | -18.7% | -18.4% |
| 6M | +8.1% | +13.7% | -5.6% | -7.4% |
| YTD | +33.2% | +33.7% | -0.5% | -6.4% |
| 1Y | +74.2% | +37.9% | +36.3% | +18.2% |
| 3Y | -3.7% | +70.2% | -73.9% | -48.3% |
| 5Y | +111.9% | +192.3% | -80.4% | -38.9% |
| All | +6.3% | +210.2% | -203.9% | -67.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling