+210.0%
SHEL vs HCA
+511.6%
-301.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.4% |
| 7D | +4.1% | +5.4% | -1.3% | +2.3% |
| 30D | +8.4% | +3.0% | +5.4% | +7.2% |
| 3M | +13.7% | +13.0% | +0.7% | +8.4% |
| 6M | +12.7% | -20.3% | +33.0% | +20.1% |
| YTD | +35.3% | -8.2% | +43.5% | +36.7% |
| 1Y | +39.4% | +6.7% | +32.7% | +32.9% |
| 3Y | +71.5% | +60.4% | +11.1% | +36.0% |
| 5Y | +195.0% | +73.4% | +121.6% | +117.0% |
| All | +210.0% | +511.6% | -301.6% | +40.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling