+207.3%
SHEL vs HAS
+54.3%
+153.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.7% |
| 7D | +3.0% | -4.8% | +7.9% | +4.4% |
| 30D | +7.2% | -5.1% | +12.3% | +8.7% |
| 3M | +12.9% | +6.4% | +6.5% | +10.4% |
| 6M | +13.7% | -5.6% | +19.3% | +14.3% |
| YTD | +33.7% | +11.0% | +22.7% | +27.6% |
| 1Y | +37.9% | +16.8% | +21.1% | +29.3% |
| 3Y | +70.2% | +44.0% | +26.2% | +45.3% |
| 5Y | +192.3% | +11.0% | +181.3% | +166.7% |
| 10Y | +207.3% | +56.0% | +151.3% | +138.5% |
| All | +207.3% | +54.3% | +153.1% | +138.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded HAS 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling