+210.0%
SHEL vs HBM
+619.2%
-409.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +4.1% | -3.3% | +7.4% | +4.8% |
| 30D | +8.4% | -4.8% | +13.2% | +9.1% |
| 3M | +13.7% | -0.4% | +14.1% | +12.3% |
| 6M | +12.7% | +17.9% | -5.2% | +4.9% |
| YTD | +35.3% | +33.7% | +1.6% | +21.0% |
| 1Y | +39.4% | +95.6% | -56.2% | +12.5% |
| 3Y | +71.5% | +458.1% | -386.7% | +0.7% |
| 5Y | +195.0% | +329.0% | -134.0% | +73.8% |
| All | +210.0% | +619.2% | -409.2% | +29.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling