+2,073.1%
SHEL vs DHI
+12,501.5%
-10,428.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.6% |
| 7D | +4.1% | -3.4% | +7.5% | +4.7% |
| 30D | +8.4% | -5.4% | +13.8% | +9.2% |
| 3M | +13.7% | -10.4% | +24.2% | +15.2% |
| 6M | +12.7% | -2.8% | +15.5% | +12.3% |
| YTD | +35.3% | -3.4% | +38.7% | +34.6% |
| 1Y | +39.4% | -22.9% | +62.3% | +43.4% |
| 3Y | +71.5% | +20.7% | +50.8% | +60.9% |
| 5Y | +195.0% | +62.1% | +132.9% | +158.1% |
| 10Y | +211.1% | +410.4% | -199.4% | +120.4% |
| All | +2,073.1% | +12,501.5% | -10,428.4% | +963.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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