+31,139.8%
HD vs SHEL
+2,460.3%
+28,679.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.3% | +0.8% |
| 7D | -2.1% | +2.2% | -4.3% | -2.5% |
| 30D | -8.4% | +6.8% | -15.3% | -9.8% |
| 3M | +4.3% | +8.1% | -3.8% | +2.3% |
| 6M | -11.1% | +14.4% | -25.5% | -14.2% |
| YTD | -4.7% | +30.0% | -34.6% | -10.7% |
| 1Y | -19.8% | +33.3% | -53.1% | -25.4% |
| 3Y | +4.1% | +66.4% | -62.3% | -8.3% |
| 5Y | +10.3% | +178.6% | -168.2% | -14.9% |
| 10Y | +203.2% | +198.4% | +4.7% | +121.6% |
| All | +31,139.8% | +2,460.3% | +28,679.5% | +20,347.7% |
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 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