+179.0%
SHEL vs HAS
+13.4%
+165.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | +2.2% | -1.8% | +4.0% | +2.5% |
| 30D | +6.8% | +2.3% | +4.6% | +6.4% |
| 3M | +8.1% | +10.4% | -2.3% | +6.3% |
| 6M | +14.4% | -3.2% | +17.6% | +14.5% |
| YTD | +30.0% | +15.4% | +14.6% | +25.9% |
| 1Y | +33.3% | +18.8% | +14.5% | +28.4% |
| 3Y | +66.4% | +43.9% | +22.5% | +53.0% |
| All | +179.0% | +13.4% | +165.6% | +174.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling