+210.0%
SHEL vs HIG
+313.7%
-103.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +1.0% |
| 7D | +4.1% | -1.5% | +5.6% | +4.8% |
| 30D | +8.4% | -0.4% | +8.7% | +8.4% |
| 3M | +13.7% | +6.7% | +7.0% | +9.8% |
| 6M | +12.7% | +2.0% | +10.7% | +10.7% |
| YTD | +35.3% | +0.3% | +35.0% | +33.5% |
| 1Y | +39.4% | +4.2% | +35.2% | +34.5% |
| 3Y | +71.5% | +102.2% | -30.8% | +14.3% |
| 5Y | +195.0% | +118.5% | +76.5% | +85.6% |
| All | +210.0% | +313.7% | -103.7% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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