+996.9%
SHEL vs HIG
+987.6%
+9.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +3.0% | -0.5% | +3.5% | +3.1% |
| 30D | +7.2% | -2.8% | +10.0% | +7.8% |
| 3M | +12.9% | +6.3% | +6.5% | +11.4% |
| 6M | +13.7% | -0.1% | +13.8% | +13.4% |
| YTD | +33.7% | +0.4% | +33.2% | +33.0% |
| 1Y | +37.9% | +6.2% | +31.6% | +35.5% |
| 3Y | +70.2% | +101.6% | -31.4% | +46.5% |
| 5Y | +192.3% | +119.8% | +72.5% | +146.8% |
| 10Y | +207.3% | +311.7% | -104.4% | +129.1% |
| All | +996.9% | +987.6% | +9.3% | +396.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling