+59.2%
HAL vs SHEL
+164.9%
-105.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +1.7% |
| 7D | +6.1% | +0.8% | +5.3% | +5.2% |
| 30D | +2.9% | -3.6% | +6.5% | +6.9% |
| 3M | +3.3% | +12.0% | -8.7% | -9.0% |
| 6M | -16.9% | +19.7% | -36.6% | -32.1% |
| YTD | +21.2% | +39.6% | -18.5% | -18.0% |
| 1Y | +27.5% | +36.4% | -8.9% | -11.4% |
| 3Y | -6.4% | +70.2% | -76.6% | -48.7% |
| All | +59.2% | +164.9% | -105.8% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling