+2,623.6%
SHEL vs HAS
+4,733.2%
-2,109.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.6% |
| 7D | -5.8% | +2.2% | -7.9% | -6.2% |
| 30D | -1.3% | +29.6% | -30.9% | -6.8% |
| 3M | +12.7% | +30.3% | -17.6% | +6.2% |
| 6M | +19.9% | +25.6% | -5.7% | +13.3% |
| YTD | +38.3% | +50.8% | -12.6% | +24.9% |
| 1Y | +35.7% | +63.0% | -27.3% | +20.4% |
| 3Y | +71.7% | +211.6% | -139.9% | +29.5% |
| 5Y | +158.4% | +50.4% | +108.0% | +124.3% |
| 10Y | +204.1% | +101.9% | +102.2% | +138.6% |
| All | +2,623.6% | +4,733.2% | -2,109.7% | +1,234.8% |
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