+69.7%
SHEL vs HST
+68.6%
+1.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.5% | +2.5% |
| 7D | +1.9% | +2.0% | -0.1% | +1.6% |
| 30D | +8.7% | -5.2% | +13.9% | +9.7% |
| 3M | +11.0% | -6.2% | +17.2% | +11.9% |
| 6M | +14.6% | +20.4% | -5.9% | +9.1% |
| YTD | +33.3% | +30.6% | +2.7% | +24.1% |
| 1Y | +37.9% | +37.4% | +0.5% | +26.6% |
| 3Y | +69.7% | +66.1% | +3.6% | +41.5% |
| All | +69.7% | +68.6% | +1.1% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling