+210.0%
SHEL vs HBAN
+163.4%
+46.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.5% |
| 7D | +4.1% | -1.0% | +5.1% | +4.5% |
| 30D | +8.4% | -5.6% | +14.0% | +10.7% |
| 3M | +13.7% | -1.1% | +14.9% | +13.7% |
| 6M | +12.7% | +9.9% | +2.8% | +7.5% |
| YTD | +35.3% | -0.9% | +36.3% | +33.6% |
| 1Y | +39.4% | -1.4% | +40.8% | +37.3% |
| 3Y | +71.5% | +78.2% | -6.8% | +25.7% |
| 5Y | +195.0% | +37.0% | +158.0% | +132.7% |
| All | +210.0% | +163.4% | +46.6% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBAN.
Daily Out/Under-Performance
Portfolio return minus HBAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBAN 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 10y: compounded portfolio wealth divided by compounded HBAN 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…
10y analysis · Full analysis span regression · 6 months rolling