+31.6%
HPQ vs SHEL
+39.6%
-8.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.8% | +7.6% | +8.4% |
| 7D | +9.8% | +4.1% | +5.6% | +9.6% |
| 30D | +22.4% | +8.4% | +14.0% | +21.8% |
| 3M | +45.2% | +13.7% | +31.4% | +43.2% |
| 6M | +96.4% | +12.7% | +83.7% | +93.6% |
| YTD | +65.4% | +35.3% | +30.1% | +60.7% |
| 1Y | +31.6% | +39.4% | -7.8% | +28.0% |
| All | +31.6% | +39.6% | -8.0% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling