+60.4%
HL vs SHEL
+2,533.2%
-2,472.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +0.4% | +3.0% | -2.6% | -0.8% |
| 30D | +18.8% | +7.2% | +11.6% | +15.6% |
| 3M | +43.7% | +12.9% | +30.8% | +36.3% |
| 6M | -1.0% | +13.7% | -14.7% | -6.9% |
| YTD | +8.7% | +33.7% | -25.0% | -3.8% |
| 1Y | +105.0% | +37.9% | +67.1% | +79.1% |
| 3Y | +427.3% | +70.2% | +357.0% | +325.0% |
| 5Y | +249.3% | +192.3% | +57.0% | +129.8% |
| 10Y | +284.2% | +207.3% | +76.9% | +143.0% |
| All | +60.4% | +2,533.2% | -2,472.8% | -2.7% |
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