+192.5%
SHEL vs HUBB
+148.7%
+43.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.5% |
| 7D | +3.9% | -1.7% | +5.6% | +4.2% |
| 30D | +7.0% | -12.7% | +19.6% | +9.2% |
| 3M | +12.5% | -2.9% | +15.4% | +12.4% |
| 6M | +14.8% | -4.8% | +19.6% | +14.4% |
| YTD | +34.2% | +2.8% | +31.4% | +31.6% |
| 1Y | +37.0% | +3.5% | +33.5% | +33.8% |
| 3Y | +70.9% | +43.5% | +27.3% | +51.4% |
| 5Y | +192.5% | +154.2% | +38.4% | +125.0% |
| All | +192.5% | +148.7% | +43.8% | +125.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling