+18.3%
HYG vs SHEL
+191.1%
-172.8%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.1% |
| 7D | -0.7% | +4.1% | -4.8% | -1.1% |
| 30D | -0.7% | +8.4% | -9.1% | -1.4% |
| 3M | -0.2% | +13.7% | -13.9% | -1.3% |
| 6M | +1.4% | +12.7% | -11.3% | +0.3% |
| YTD | +1.5% | +35.3% | -33.9% | -1.6% |
| 1Y | +2.9% | +39.4% | -36.5% | -0.5% |
| 3Y | +25.6% | +71.5% | -45.8% | +18.4% |
| All | +18.3% | +191.1% | -172.8% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling