+37.9%
SHEL vs HWM
+30.4%
+7.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | +3.0% | -8.0% | +11.1% | +2.3% |
| 30D | +7.2% | -18.0% | +25.2% | +5.6% |
| 3M | +12.9% | -9.5% | +22.4% | +12.1% |
| 6M | +13.7% | -8.4% | +22.1% | +13.5% |
| YTD | +33.7% | +13.6% | +20.0% | +29.6% |
| 1Y | +37.9% | +30.2% | +7.6% | +31.9% |
| All | +37.9% | +30.4% | +7.5% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling