+2,460.3%
SHEL vs HST
+1,330.6%
+1,129.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +2.2% | -1.0% | +3.3% | +2.5% |
| 30D | +6.8% | -12.3% | +19.1% | +10.3% |
| 3M | +8.1% | -6.4% | +14.5% | +9.6% |
| 6M | +14.4% | +15.0% | -0.6% | +9.6% |
| YTD | +30.0% | +30.5% | -0.5% | +20.4% |
| 1Y | +33.3% | +35.7% | -2.3% | +22.0% |
| 3Y | +66.4% | +68.4% | -1.9% | +42.1% |
| 5Y | +178.6% | +73.1% | +105.4% | +131.7% |
| 10Y | +198.4% | +92.7% | +105.7% | +135.4% |
| All | +2,460.3% | +1,330.6% | +1,129.6% | +1,205.1% |
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