+677.7%
HPE vs SHEL
+195.1%
+482.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.5% | +5.2% | +6.5% |
| 7D | +10.1% | +1.9% | +8.2% | +9.2% |
| 30D | +5.3% | +8.7% | -3.4% | +1.0% |
| 3M | +12.7% | +11.0% | +1.7% | +6.5% |
| 6M | +167.7% | +14.6% | +153.1% | +148.7% |
| YTD | +135.5% | +33.3% | +102.2% | +102.7% |
| 1Y | +143.4% | +37.9% | +105.5% | +105.8% |
| 3Y | +249.2% | +69.7% | +179.4% | +163.6% |
| 5Y | +343.8% | +190.2% | +153.7% | +148.3% |
| 10Y | +495.9% | +197.0% | +298.9% | +213.5% |
| All | +677.7% | +195.1% | +482.5% | +286.7% |
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