+65.5%
SHEL vs HUT
+720.6%
-655.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.2% | -5.5% | +0.5% |
| 7D | +2.2% | +17.8% | -15.5% | +1.8% |
| 30D | +6.8% | +0.8% | +6.0% | +6.7% |
| 3M | +8.1% | -26.8% | +34.9% | +8.6% |
| 6M | +14.4% | +72.6% | -58.2% | +11.6% |
| YTD | +30.0% | +103.6% | -73.7% | +25.9% |
| 1Y | +33.3% | +265.3% | -231.9% | +26.3% |
| All | +65.5% | +720.6% | -655.0% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling