+2,629.4%
SHEL vs HST
+1,511.7%
+1,117.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -8.8% | -2.7% | -6.1% | -8.2% |
| 30D | +2.3% | +10.7% | -8.4% | -0.4% |
| 3M | +11.6% | +6.3% | +5.3% | +9.6% |
| 6M | +15.7% | +19.0% | -3.3% | +10.1% |
| YTD | +38.6% | +47.0% | -8.5% | +24.4% |
| 1Y | +38.5% | +53.4% | -15.0% | +22.8% |
| 3Y | +66.9% | +78.0% | -11.1% | +40.5% |
| 5Y | +160.6% | +71.7% | +88.9% | +117.1% |
| 10Y | +214.1% | +146.2% | +67.9% | +133.7% |
| All | +2,629.4% | +1,511.7% | +1,117.6% | +1,248.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling