+144.9%
SHEL vs HUBS
+583.9%
-438.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.8% |
| 7D | +4.1% | -9.0% | +13.1% | +5.1% |
| 30D | +8.4% | +7.2% | +1.1% | +7.2% |
| 3M | +13.7% | +20.9% | -7.2% | +10.1% |
| 6M | +12.7% | -13.0% | +25.7% | +12.1% |
| YTD | +35.3% | -43.8% | +79.2% | +40.9% |
| 1Y | +39.4% | -54.6% | +94.0% | +48.4% |
| 3Y | +71.5% | -58.5% | +129.9% | +80.6% |
| 5Y | +195.0% | -66.4% | +261.4% | +204.7% |
| 10Y | +211.1% | +319.2% | -108.2% | +93.6% |
| All | +144.9% | +583.9% | -438.9% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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