+32.6%
HD vs SHEL
+72.0%
-39.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | +3.6% | -5.8% | +9.4% | +3.9% |
| 30D | +21.6% | -1.3% | +22.9% | +21.5% |
| 3M | +0.1% | +12.7% | -12.6% | -0.6% |
| 6M | +13.0% | +19.9% | -6.9% | +11.5% |
| YTD | +4.9% | +38.3% | -33.3% | -0.1% |
| 1Y | -2.1% | +35.7% | -37.7% | -6.4% |
| 3Y | +32.6% | +71.7% | -39.1% | +20.7% |
| All | +32.6% | +72.0% | -39.4% | +20.7% |
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