+188.8%
SHEL vs HUM
+6.5%
+182.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.4% | +0.8% |
| 7D | +4.1% | +2.1% | +2.1% | +4.1% |
| 30D | +8.4% | +5.4% | +3.0% | +8.3% |
| 3M | +13.7% | +11.4% | +2.3% | +13.6% |
| 6M | +12.7% | +141.5% | -128.8% | +11.6% |
| YTD | +35.3% | +61.2% | -25.9% | +34.6% |
| 1Y | +39.4% | +49.2% | -9.8% | +38.8% |
| 3Y | +71.5% | -9.0% | +80.5% | +74.7% |
| All | +188.8% | +6.5% | +182.3% | +182.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling