+165.7%
SHEL vs HTZ
-94.3%
+260.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.1% | +6.8% | +1.0% |
| 7D | -1.6% | -14.0% | +12.4% | -0.9% |
| 30D | -4.3% | -19.8% | +15.5% | -3.6% |
| 3M | +10.4% | -45.0% | +55.4% | +13.0% |
| 6M | +17.5% | -73.2% | +90.8% | +23.8% |
| YTD | +37.8% | -70.0% | +107.8% | +43.1% |
| 1Y | +33.8% | -75.7% | +109.5% | +40.6% |
| 3Y | +69.1% | -82.1% | +151.1% | +74.2% |
| 5Y | +165.7% | -94.3% | +260.0% | +209.6% |
| All | +165.7% | -94.3% | +260.0% | +209.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling