+2,460.3%
SHEL vs HAS
+3,598.5%
-1,138.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | +2.2% | -1.8% | +4.0% | +2.6% |
| 30D | +6.8% | +2.3% | +4.6% | +6.3% |
| 3M | +8.1% | +10.4% | -2.3% | +5.5% |
| 6M | +14.4% | -3.2% | +17.6% | +14.3% |
| YTD | +30.0% | +15.4% | +14.6% | +24.6% |
| 1Y | +33.3% | +18.8% | +14.5% | +26.8% |
| 3Y | +66.4% | +43.9% | +22.5% | +48.5% |
| 5Y | +178.6% | +13.9% | +164.7% | +156.9% |
| 10Y | +198.4% | +56.4% | +142.0% | +147.8% |
| All | +2,460.3% | +3,598.5% | -1,138.2% | +1,232.0% |
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