+2,768.0%
HPQ vs SHEL
+2,525.5%
+242.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.5% | -7.1% | -5.2% |
| 7D | -0.5% | +1.9% | -2.4% | -1.1% |
| 30D | +3.7% | +8.7% | -4.9% | +1.3% |
| 3M | +24.3% | +11.0% | +13.3% | +20.4% |
| 6M | +64.8% | +14.6% | +50.2% | +57.9% |
| YTD | +43.9% | +33.3% | +10.6% | +31.8% |
| 1Y | +11.7% | +37.9% | -26.2% | +1.2% |
| 3Y | +19.7% | +69.7% | -50.1% | +2.0% |
| 5Y | +32.2% | +190.2% | -157.9% | -3.9% |
| 10Y | +198.9% | +197.0% | +1.9% | +111.0% |
| All | +2,768.0% | +2,525.5% | +242.4% | +1,619.8% |
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 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