+77.6%
HL vs SHEL
+39.6%
+38.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.2% |
| 7D | -4.4% | +4.1% | -8.5% | -4.4% |
| 30D | +9.3% | +8.4% | +0.9% | +9.0% |
| 3M | +32.0% | +13.7% | +18.3% | +31.2% |
| 6M | -6.4% | +12.7% | -19.1% | -7.5% |
| YTD | +3.1% | +35.3% | -32.2% | -3.7% |
| 1Y | +77.6% | +39.4% | +38.2% | +68.4% |
| All | +77.6% | +39.6% | +38.0% | +68.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling