+180.0%
SHEL vs HTZ
-90.1%
+270.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.0% | +7.5% | +2.8% |
| 7D | +1.9% | -2.5% | +4.4% | +2.0% |
| 30D | +8.7% | -3.7% | +12.4% | +8.5% |
| 3M | +11.0% | -57.0% | +68.0% | +14.4% |
| 6M | +14.6% | -47.0% | +61.5% | +16.1% |
| YTD | +33.3% | -57.5% | +90.8% | +36.5% |
| 1Y | +37.9% | -63.5% | +101.3% | +41.5% |
| 3Y | +69.7% | -86.3% | +156.1% | +81.5% |
| 5Y | +190.2% | -86.8% | +276.9% | +205.0% |
| All | +180.0% | -90.1% | +270.1% | +204.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 10y: compounded portfolio wealth divided by compounded HTZ 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…
10y analysis · Full analysis span regression · 6 months rolling