+68.0%
SHEL vs HSY
-1.0%
+69.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.8% |
| 7D | -1.6% | -2.3% | +0.8% | -1.5% |
| 30D | -4.3% | +6.3% | -10.6% | -4.5% |
| 3M | +10.4% | -5.2% | +15.6% | +10.5% |
| 6M | +17.5% | -8.3% | +25.8% | +17.9% |
| YTD | +37.8% | -2.7% | +40.5% | +37.3% |
| 1Y | +33.8% | +0.1% | +33.6% | +32.9% |
| All | +68.0% | -1.0% | +69.0% | +63.6% |
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