+2,525.5%
SHEL vs HRB
+3,134.5%
-608.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.5% | +9.0% | +3.9% |
| 7D | +1.9% | -9.1% | +11.0% | +3.9% |
| 30D | +8.7% | +0.3% | +8.4% | +8.0% |
| 3M | +11.0% | +23.4% | -12.4% | +5.0% |
| 6M | +14.6% | +45.1% | -30.6% | +3.5% |
| YTD | +33.3% | +8.9% | +24.4% | +27.5% |
| 1Y | +37.9% | -7.9% | +45.8% | +36.6% |
| 3Y | +69.7% | +27.9% | +41.8% | +53.1% |
| 5Y | +190.2% | +108.3% | +81.8% | +128.1% |
| 10Y | +197.0% | +208.4% | -11.4% | +100.9% |
| All | +2,525.5% | +3,134.5% | -608.9% | +890.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling