+190.2%
SHEL vs HWM
+655.8%
-465.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -10.7% | +13.2% | +4.7% |
| 7D | +1.9% | -9.2% | +11.1% | +3.7% |
| 30D | +8.7% | -17.9% | +26.5% | +12.8% |
| 3M | +11.0% | -6.0% | +17.0% | +11.4% |
| 6M | +14.6% | -7.4% | +21.9% | +14.6% |
| YTD | +33.3% | +13.1% | +20.2% | +25.8% |
| 1Y | +37.9% | +29.3% | +8.6% | +25.0% |
| 3Y | +69.7% | +389.9% | -320.2% | -6.9% |
| 5Y | +190.2% | +655.5% | -465.4% | +27.6% |
| All | +190.2% | +655.8% | -465.6% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling