+43.3%
SHEL vs HCA
+11.2%
+32.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.3% | -12.6% | -1.5% |
| 7D | -3.2% | +10.2% | -13.4% | -2.4% |
| 30D | +5.5% | +17.4% | -11.9% | +6.9% |
| 3M | +14.4% | +27.7% | -13.3% | +16.8% |
| 6M | +16.2% | +20.0% | -3.9% | +18.5% |
| YTD | +42.4% | +10.0% | +32.4% | +44.4% |
| 1Y | +43.3% | +9.0% | +34.3% | +45.5% |
| All | +43.3% | +11.2% | +32.1% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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