+192.3%
SHEL vs HUT
+78.5%
+113.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +0.4% |
| 7D | +3.0% | +18.9% | -15.9% | +2.4% |
| 30D | +7.2% | +12.0% | -4.8% | +6.7% |
| 3M | +12.9% | -14.9% | +27.7% | +13.0% |
| 6M | +13.7% | +96.8% | -83.1% | +9.6% |
| YTD | +33.7% | +108.8% | -75.1% | +28.2% |
| 1Y | +37.9% | +227.4% | -189.5% | +29.0% |
| 3Y | +70.2% | +760.3% | -690.0% | +46.6% |
| 5Y | +192.3% | +86.1% | +106.3% | +148.9% |
| All | +192.3% | +78.5% | +113.9% | +148.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling