+151.8%
HYG vs SHEL
+280.6%
-128.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.5% |
| 7D | -0.7% | +3.9% | -4.7% | -1.4% |
| 30D | -0.6% | +7.0% | -7.5% | -1.7% |
| 3M | +0.4% | +12.5% | -12.1% | -1.7% |
| 6M | +1.2% | +14.8% | -13.5% | -1.4% |
| YTD | +1.5% | +34.2% | -32.7% | -3.9% |
| 1Y | +3.2% | +37.0% | -33.8% | -2.8% |
| 3Y | +25.9% | +70.9% | -45.0% | +13.3% |
| 5Y | +18.6% | +192.5% | -174.0% | -4.7% |
| 10Y | +55.8% | +208.5% | -152.7% | +17.3% |
| All | +151.8% | +280.6% | -128.8% | +65.7% |
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