+203.4%
HD vs SHEL
+211.3%
-8.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -3.9% | +3.9% | -7.8% | -4.9% |
| 30D | -13.1% | +7.0% | -20.1% | -14.7% |
| 3M | -3.4% | +12.5% | -15.9% | -6.7% |
| 6M | -12.6% | +14.8% | -27.3% | -16.3% |
| YTD | -9.2% | +34.2% | -43.4% | -17.1% |
| 1Y | -23.9% | +37.0% | -60.9% | -31.0% |
| 3Y | +0.4% | +70.9% | -70.4% | -15.4% |
| 5Y | +4.5% | +192.5% | -188.0% | -27.9% |
| All | +203.4% | +211.3% | -8.0% | +103.2% |
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