+69.4%
SHEL vs HSY
-9.9%
+79.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | +3.0% | -3.0% | +6.0% | +3.1% |
| 30D | +7.2% | -5.0% | +12.3% | +7.4% |
| 3M | +12.9% | -1.3% | +14.2% | +12.9% |
| 6M | +13.7% | -21.5% | +35.2% | +15.0% |
| YTD | +33.7% | -3.3% | +36.9% | +33.2% |
| 1Y | +37.9% | -5.5% | +43.4% | +37.6% |
| All | +69.4% | -9.9% | +79.3% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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