-4.5%
HAL vs SHEL
+70.3%
-74.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.3% | -3.3% |
| 7D | +0.5% | +1.9% | -1.5% | -1.6% |
| 30D | +15.9% | +8.7% | +7.3% | +6.5% |
| 3M | -8.7% | +11.0% | -19.7% | -18.1% |
| 6M | +9.0% | +14.6% | -5.5% | -5.8% |
| YTD | +32.0% | +33.3% | -1.3% | -4.4% |
| 1Y | +72.5% | +37.9% | +34.6% | +20.1% |
| 3Y | -4.5% | +69.7% | -74.3% | -45.7% |
| All | -4.5% | +70.3% | -74.8% | -45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling