+123.8%
SHEL vs HUT
+240.9%
-117.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.6% | -7.0% | +0.2% |
| 7D | -3.9% | +24.8% | -28.7% | -5.0% |
| 30D | -3.7% | -28.4% | +24.7% | -2.6% |
| 3M | +9.1% | -31.2% | +40.3% | +10.2% |
| 6M | +16.7% | -40.2% | +56.9% | +17.9% |
| YTD | +36.8% | +32.9% | +3.9% | +31.1% |
| 1Y | +31.8% | +39.1% | -7.3% | +25.4% |
| 3Y | +67.9% | +462.8% | -394.9% | +39.2% |
| 5Y | +163.3% | -13.9% | +177.2% | +130.2% |
| All | +123.8% | +240.9% | -117.1% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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