+210.0%
SHEL vs HUBB
+446.9%
-236.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -0.9% | +0.1% |
| 7D | +4.1% | -0.1% | +4.2% | +4.1% |
| 30D | +8.4% | -10.0% | +18.3% | +12.8% |
| 3M | +13.7% | -1.6% | +15.3% | +12.9% |
| 6M | +12.7% | -3.1% | +15.8% | +11.3% |
| YTD | +35.3% | +4.6% | +30.7% | +28.7% |
| 1Y | +39.4% | +3.3% | +36.0% | +32.4% |
| 3Y | +71.5% | +46.6% | +24.9% | +29.4% |
| 5Y | +195.0% | +158.7% | +36.3% | +51.2% |
| All | +210.0% | +446.9% | -236.9% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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