+63.9%
HAL vs SHEL
+39.6%
+24.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -1.2% |
| 7D | -3.3% | +4.1% | -7.4% | -6.2% |
| 30D | +8.2% | +8.4% | -0.2% | +1.8% |
| 3M | -9.4% | +13.7% | -23.1% | -17.7% |
| 6M | +0.6% | +12.7% | -12.1% | -7.8% |
| YTD | +28.6% | +35.3% | -6.7% | +2.8% |
| 1Y | +63.9% | +39.4% | +24.5% | +27.0% |
| All | +63.9% | +39.6% | +24.3% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling