+70.0%
SHEL vs HIG
+101.8%
-31.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +3.9% | -2.3% | +6.2% | +4.3% |
| 30D | +7.0% | -1.2% | +8.2% | +7.1% |
| 3M | +12.5% | +6.3% | +6.2% | +11.3% |
| 6M | +14.8% | +0.6% | +14.2% | +14.4% |
| YTD | +34.2% | +0.6% | +33.6% | +33.6% |
| 1Y | +37.0% | +6.1% | +30.9% | +34.7% |
| All | +70.0% | +101.8% | -31.8% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling