+2,543.2%
SHEL vs HUM
+5,550.8%
-3,007.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +3.9% | -1.4% | +5.4% | +4.1% |
| 30D | +7.0% | +7.5% | -0.5% | +5.9% |
| 3M | +12.5% | +10.2% | +2.3% | +10.8% |
| 6M | +14.8% | +132.5% | -117.8% | +1.7% |
| YTD | +34.2% | +57.6% | -23.4% | +24.5% |
| 1Y | +37.0% | +48.6% | -11.6% | +27.6% |
| 3Y | +70.9% | -11.2% | +82.0% | +66.9% |
| 5Y | +192.5% | +4.8% | +187.7% | +175.3% |
| 10Y | +208.5% | +147.1% | +61.4% | +155.0% |
| All | +2,543.2% | +5,550.8% | -3,007.7% | +1,390.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling