+210.0%
SHEL vs HRB
+209.1%
+0.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +4.1% | -8.0% | +12.1% | +5.6% |
| 30D | +8.4% | -16.0% | +24.3% | +11.7% |
| 3M | +13.7% | +26.9% | -13.2% | +7.6% |
| 6M | +12.7% | +51.1% | -38.4% | +1.9% |
| YTD | +35.3% | +7.1% | +28.3% | +31.2% |
| 1Y | +39.4% | -9.6% | +49.0% | +40.2% |
| 3Y | +71.5% | +25.4% | +46.1% | +55.8% |
| 5Y | +195.0% | +114.9% | +80.1% | +126.6% |
| All | +210.0% | +209.1% | +0.9% | +113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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