+2,525.5%
SHEL vs HUBB
+153,832.2%
-151,306.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.7% | +2.5% |
| 7D | +1.9% | +4.8% | -2.9% | +1.9% |
| 30D | +8.7% | -9.3% | +17.9% | +8.8% |
| 3M | +11.0% | -3.9% | +14.9% | +11.0% |
| 6M | +14.6% | -0.8% | +15.4% | +14.5% |
| YTD | +33.3% | +5.6% | +27.7% | +33.1% |
| 1Y | +37.9% | +7.7% | +30.1% | +37.7% |
| 3Y | +69.7% | +47.5% | +22.3% | +68.7% |
| 5Y | +190.1% | +153.7% | +36.5% | +186.5% |
| 10Y | +197.0% | +433.0% | -236.0% | +191.3% |
| All | +2,525.5% | +153,832.2% | -151,306.7% | +2,584.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling