+25.1%
HPQ vs SHEL
+68.4%
-43.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.8% |
| 7D | +2.2% | +3.0% | -0.8% | +1.2% |
| 30D | +9.7% | +7.2% | +2.5% | +7.2% |
| 3M | +32.7% | +12.9% | +19.8% | +27.0% |
| 6M | +77.7% | +13.7% | +64.0% | +68.9% |
| YTD | +51.0% | +33.7% | +17.3% | +34.0% |
| 1Y | +18.4% | +37.9% | -19.5% | +3.3% |
| All | +25.1% | +68.4% | -43.3% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling