+256.9%
HL vs SHEL
+214.0%
+42.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.7% |
| 7D | -4.4% | +4.1% | -8.5% | -6.6% |
| 30D | +9.3% | +8.4% | +0.9% | +4.3% |
| 3M | +32.0% | +13.7% | +18.3% | +21.3% |
| 6M | -6.4% | +12.7% | -19.1% | -14.1% |
| YTD | +3.1% | +35.3% | -32.2% | -15.2% |
| 1Y | +77.6% | +39.4% | +38.2% | +43.2% |
| 3Y | +392.8% | +71.5% | +321.4% | +249.3% |
| 5Y | +234.1% | +195.0% | +39.1% | +70.6% |
| All | +256.9% | +214.0% | +42.9% | +50.1% |
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