+173.0%
SHEL vs HTZ
-89.5%
+262.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.7% | +0.6% |
| 7D | +2.2% | +7.5% | -5.2% | +1.9% |
| 30D | +6.8% | +47.4% | -40.6% | +4.3% |
| 3M | +8.1% | -54.9% | +63.0% | +11.3% |
| 6M | +14.4% | -47.0% | +61.4% | +16.0% |
| YTD | +30.0% | -55.3% | +85.2% | +32.8% |
| 1Y | +33.3% | -57.6% | +91.0% | +35.6% |
| 3Y | +66.4% | -86.6% | +153.0% | +78.7% |
| 5Y | +178.6% | -86.1% | +264.7% | +192.3% |
| All | +173.0% | -89.5% | +262.6% | +196.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling