+243.8%
HPQ vs SHEL
+214.0%
+29.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.8% | +7.6% | +8.0% |
| 7D | +9.8% | +4.1% | +5.6% | +7.7% |
| 30D | +22.4% | +8.4% | +14.0% | +17.8% |
| 3M | +45.2% | +13.7% | +31.4% | +36.3% |
| 6M | +96.4% | +12.7% | +83.7% | +84.5% |
| YTD | +65.4% | +35.3% | +30.1% | +41.8% |
| 1Y | +31.6% | +39.4% | -7.8% | +11.0% |
| 3Y | +37.0% | +71.5% | -34.4% | +3.7% |
| 5Y | +53.0% | +195.0% | -142.0% | -14.3% |
| All | +243.8% | +214.0% | +29.9% | +91.4% |
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 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