+2,525.5%
SHEL vs HSY
+4,405.8%
-1,880.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.5% | +2.5% |
| 7D | +1.9% | -1.6% | +3.5% | +2.4% |
| 30D | +8.7% | -4.2% | +12.9% | +9.9% |
| 3M | +11.0% | -0.7% | +11.7% | +10.8% |
| 6M | +14.6% | -21.8% | +36.3% | +21.9% |
| YTD | +33.3% | -2.7% | +35.9% | +32.6% |
| 1Y | +37.9% | -4.8% | +42.7% | +37.7% |
| 3Y | +69.7% | -9.4% | +79.1% | +68.6% |
| 5Y | +190.2% | +11.3% | +178.9% | +167.6% |
| 10Y | +197.0% | +125.0% | +72.0% | +122.2% |
| All | +2,525.5% | +4,405.8% | -1,880.2% | +1,040.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling