+192.5%
SHEL vs BHP
+112.0%
+80.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.3% | +5.7% | +2.2% |
| 7D | +3.9% | -3.7% | +7.7% | +5.2% |
| 30D | +7.0% | -0.8% | +7.8% | +7.1% |
| 3M | +12.5% | +7.6% | +4.9% | +8.6% |
| 6M | +14.8% | +20.8% | -6.0% | +4.6% |
| YTD | +34.2% | +50.8% | -16.6% | +11.2% |
| 1Y | +37.0% | +70.9% | -33.9% | +7.3% |
| 3Y | +70.9% | +78.0% | -7.1% | +28.0% |
| 5Y | +192.5% | +113.1% | +79.5% | +103.1% |
| All | +192.5% | +112.0% | +80.6% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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