+197.5%
SHEL vs HST
+143.2%
+54.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.6% |
| 7D | -6.7% | +0.6% | -7.2% | -7.0% |
| 30D | -2.9% | +14.5% | -17.4% | -8.2% |
| 3M | +9.1% | +15.4% | -6.3% | +2.7% |
| 6M | +17.9% | +22.0% | -4.1% | +7.9% |
| YTD | +36.0% | +54.9% | -18.8% | +12.0% |
| 1Y | +31.8% | +54.0% | -22.2% | +8.6% |
| 3Y | +66.9% | +90.4% | -23.6% | +21.9% |
| 5Y | +160.6% | +84.2% | +76.3% | +84.1% |
| 10Y | +197.5% | +144.6% | +52.9% | +74.7% |
| All | +197.5% | +143.2% | +54.3% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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