+3.1%
HD vs SHEL
+70.3%
-67.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.5% | -4.8% | -2.4% |
| 7D | -1.2% | +1.9% | -3.1% | -1.3% |
| 30D | -11.1% | +8.7% | -19.8% | -11.6% |
| 3M | +2.0% | +11.0% | -8.9% | +1.4% |
| 6M | -10.5% | +14.6% | -25.0% | -11.9% |
| YTD | -6.9% | +33.3% | -40.1% | -11.2% |
| 1Y | -23.2% | +37.9% | -61.1% | -27.5% |
| 3Y | +3.1% | +69.7% | -66.7% | -8.6% |
| All | +3.1% | +70.3% | -67.2% | -8.6% |
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