+5,596.8%
HON vs SHEL
+2,525.5%
+3,071.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.4% |
| 7D | -0.8% | +1.9% | -2.8% | -1.4% |
| 30D | -15.2% | +8.7% | -23.8% | -17.3% |
| 3M | -6.0% | +11.0% | -16.9% | -9.3% |
| 6M | -14.9% | +14.6% | -29.4% | -18.9% |
| YTD | +3.2% | +33.3% | -30.1% | -6.3% |
| 1Y | 0.0% | +37.9% | -37.8% | -10.2% |
| 3Y | +21.5% | +69.7% | -48.3% | +1.5% |
| 5Y | +4.0% | +190.2% | -186.1% | -27.7% |
| 10Y | +138.4% | +197.0% | -58.6% | +58.0% |
| All | +5,596.8% | +2,525.5% | +3,071.3% | +2,865.6% |
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 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