+563.1%
HPE vs SHEL
+214.0%
+349.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.8% | +11.6% | +12.0% |
| 7D | +19.4% | +4.1% | +15.3% | +17.2% |
| 30D | +5.6% | +8.4% | -2.8% | +1.5% |
| 3M | +33.1% | +13.7% | +19.4% | +24.5% |
| 6M | +192.5% | +12.7% | +179.8% | +174.2% |
| YTD | +160.9% | +35.3% | +125.6% | +123.4% |
| 1Y | +155.0% | +39.4% | +115.6% | +114.8% |
| 3Y | +289.4% | +71.5% | +217.9% | +193.3% |
| 5Y | +395.7% | +195.0% | +200.6% | +176.3% |
| All | +563.1% | +214.0% | +349.1% | +280.9% |
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