+69.7%
SHEL vs HAS
+45.6%
+24.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +4.9% | +2.8% |
| 7D | +1.9% | -3.1% | +5.0% | +2.3% |
| 30D | +8.7% | -2.7% | +11.4% | +9.0% |
| 3M | +11.0% | +8.9% | +2.1% | +9.6% |
| 6M | +14.6% | -2.9% | +17.5% | +14.6% |
| YTD | +33.3% | +12.6% | +20.6% | +30.0% |
| 1Y | +37.9% | +17.5% | +20.4% | +33.4% |
| 3Y | +69.7% | +46.2% | +23.5% | +54.0% |
| All | +69.7% | +45.6% | +24.2% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling