+340.8%
HPE vs SHEL
+190.7%
+150.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.4% | -6.6% | -6.4% |
| 7D | +1.4% | +3.9% | -2.5% | -0.1% |
| 30D | +1.5% | +7.0% | -5.4% | -1.4% |
| 3M | +21.7% | +12.5% | +9.3% | +15.3% |
| 6M | +164.2% | +14.8% | +149.4% | +147.5% |
| YTD | +132.1% | +34.2% | +97.9% | +102.8% |
| 1Y | +130.6% | +37.0% | +93.6% | +99.4% |
| 3Y | +244.1% | +70.9% | +173.2% | +168.0% |
| 5Y | +340.8% | +192.5% | +148.3% | +157.4% |
| All | +340.8% | +190.7% | +150.1% | +157.4% |
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 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