+66.0%
SHEL vs HWM
+440.4%
-374.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.7% |
| 7D | +2.2% | -2.1% | +4.4% | +2.4% |
| 30D | +6.8% | -11.0% | +17.8% | +7.9% |
| 3M | +8.1% | +4.0% | +4.1% | +7.4% |
| 6M | +14.4% | -0.2% | +14.6% | +14.0% |
| YTD | +30.0% | +26.7% | +3.3% | +24.5% |
| 1Y | +33.3% | +44.7% | -11.4% | +24.8% |
| All | +66.0% | +440.4% | -374.5% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling