+119.4%
SHEL vs HUT
+405.9%
-286.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.5% | +5.9% | +0.7% |
| 7D | +3.9% | +2.8% | +1.1% | +3.8% |
| 30D | +7.0% | +2.1% | +4.9% | +6.7% |
| 3M | +12.5% | -14.3% | +26.8% | +12.6% |
| 6M | +14.8% | +84.2% | -69.5% | +9.5% |
| YTD | +34.2% | +97.2% | -63.0% | +27.0% |
| 1Y | +37.0% | +192.7% | -155.7% | +25.6% |
| 3Y | +70.9% | +712.6% | -641.7% | +39.8% |
| 5Y | +192.5% | +85.5% | +107.1% | +144.9% |
| All | +119.4% | +405.9% | -286.4% | +28.6% |
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