+2,579.2%
SHEL vs HAS
+4,769.2%
-2,190.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.4% | -1.8% |
| 7D | -6.7% | +3.3% | -9.9% | -7.3% |
| 30D | -2.9% | +30.5% | -33.4% | -8.5% |
| 3M | +9.1% | +29.9% | -20.8% | +2.8% |
| 6M | +17.9% | +26.5% | -8.6% | +11.3% |
| YTD | +36.0% | +51.9% | -15.9% | +22.6% |
| 1Y | +31.8% | +60.9% | -29.1% | +17.3% |
| 3Y | +66.9% | +215.0% | -148.1% | +25.5% |
| 5Y | +160.6% | +51.5% | +109.1% | +125.8% |
| 10Y | +197.5% | +102.2% | +95.3% | +133.4% |
| All | +2,579.2% | +4,769.2% | -2,190.0% | +1,211.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling