+34,084.2%
HD vs SHEL
+2,595.5%
+31,488.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -1.2% | -3.9% | +2.8% | -0.3% |
| 30D | +20.9% | -3.7% | +24.6% | +21.7% |
| 3M | -0.2% | +9.1% | -9.2% | -2.2% |
| 6M | +14.5% | +16.7% | -2.2% | +10.2% |
| YTD | +4.3% | +36.8% | -32.5% | -3.5% |
| 1Y | -3.5% | +31.8% | -35.3% | -10.0% |
| 3Y | +30.1% | +67.9% | -37.8% | +14.3% |
| 5Y | +8.5% | +163.3% | -154.9% | -15.2% |
| 10Y | +245.3% | +210.7% | +34.6% | +150.0% |
| All | +34,084.2% | +2,595.5% | +31,488.7% | +21,995.8% |
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