+1.5%
HON vs SHEL
+191.1%
-189.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.1% |
| 7D | -3.5% | +4.1% | -7.6% | -4.3% |
| 30D | -13.8% | +8.4% | -22.1% | -15.2% |
| 3M | -11.7% | +13.7% | -25.4% | -14.3% |
| 6M | -18.7% | +12.7% | -31.4% | -21.2% |
| YTD | +0.2% | +35.3% | -35.1% | -7.4% |
| 1Y | -3.1% | +39.4% | -42.4% | -11.2% |
| 3Y | +17.0% | +71.5% | -54.5% | +0.9% |
| All | +1.5% | +191.1% | -189.6% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling