+207.3%
SHEL vs HST
+101.1%
+106.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +3.0% | -0.3% | +3.3% | +3.1% |
| 30D | +7.2% | -2.8% | +10.0% | +8.3% |
| 3M | +12.9% | -6.5% | +19.4% | +15.3% |
| 6M | +13.7% | +20.7% | -7.0% | +4.1% |
| YTD | +33.7% | +30.5% | +3.2% | +18.2% |
| 1Y | +37.9% | +36.8% | +1.1% | +19.1% |
| 3Y | +70.2% | +65.9% | +4.4% | +31.3% |
| 5Y | +192.3% | +73.9% | +118.4% | +109.7% |
| 10Y | +207.3% | +107.0% | +100.3% | +97.1% |
| All | +207.3% | +101.1% | +106.2% | +97.1% |
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