+43.3%
SHEL vs HBM
+47.3%
-4.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.6% | -5.9% | -2.3% |
| 7D | -3.2% | -5.8% | +2.7% | -3.1% |
| 30D | +5.5% | -18.5% | +24.0% | +5.9% |
| 3M | +14.4% | -10.3% | +24.6% | +14.4% |
| 6M | +16.2% | +2.1% | +14.0% | +15.3% |
| YTD | +42.4% | +12.0% | +30.4% | +38.9% |
| 1Y | +43.3% | +49.8% | -6.5% | +34.4% |
| All | +43.3% | +47.3% | -4.0% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling