+595.7%
HAL vs SHEL
+2,460.3%
-1,864.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.0% |
| 7D | +2.9% | +2.2% | +0.7% | +1.5% |
| 30D | +17.0% | +6.8% | +10.2% | +12.5% |
| 3M | -9.7% | +8.1% | -17.8% | -13.8% |
| 6M | +8.6% | +14.4% | -5.8% | +0.1% |
| YTD | +33.0% | +30.0% | +3.0% | +13.1% |
| 1Y | +68.3% | +33.3% | +35.0% | +41.2% |
| 3Y | +0.1% | +66.4% | -66.3% | -25.1% |
| 5Y | +102.6% | +178.6% | -75.9% | +16.4% |
| 10Y | +3.8% | +198.4% | -194.6% | -34.8% |
| All | +595.7% | +2,460.3% | -1,864.5% | +257.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling