+192.3%
SHEL vs HST
+75.9%
+116.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.9% |
| 3M | +12.9% | -6.5% | +19.4% | +14.4% |
| 6M | +13.7% | +20.7% | -7.0% | +7.0% |
| YTD | +33.7% | +30.5% | +3.2% | +22.7% |
| 1Y | +37.9% | +36.8% | +1.1% | +24.5% |
| 3Y | +70.2% | +65.9% | +4.4% | +41.3% |
| 5Y | +192.3% | +73.9% | +118.4% | +131.1% |
| All | +192.3% | +75.9% | +116.5% | +131.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling