+248.1%
HD vs SHEL
+218.8%
+29.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.1% |
| 7D | -0.5% | -1.6% | +1.1% | -0.1% |
| 30D | +18.5% | -4.3% | +22.8% | +19.7% |
| 3M | +2.2% | +10.4% | -8.2% | -0.7% |
| 6M | +13.8% | +17.5% | -3.7% | +8.4% |
| YTD | +3.4% | +37.8% | -34.4% | -6.5% |
| 1Y | -3.5% | +33.8% | -37.3% | -12.0% |
| 3Y | +29.0% | +69.1% | -40.1% | +8.8% |
| 5Y | +6.1% | +165.7% | -159.6% | -24.4% |
| All | +248.1% | +218.8% | +29.3% | +136.0% |
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 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