+210.0%
SHEL vs HUM
+152.7%
+57.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.4% | +0.5% |
| 7D | +4.1% | +2.1% | +2.1% | +3.8% |
| 30D | +8.4% | +5.4% | +3.0% | +7.5% |
| 3M | +13.7% | +11.4% | +2.3% | +11.6% |
| 6M | +12.7% | +141.5% | -128.8% | -2.6% |
| YTD | +35.3% | +61.2% | -25.9% | +23.8% |
| 1Y | +39.4% | +49.2% | -9.8% | +28.7% |
| 3Y | +71.5% | -9.0% | +80.5% | +71.8% |
| 5Y | +195.0% | +7.2% | +187.8% | +170.4% |
| All | +210.0% | +152.7% | +57.3% | +136.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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