+201.1%
SHEL vs HWM
+1,272.7%
-1,071.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -1.6% | +11.1% | -12.7% | -5.0% |
| 30D | -4.3% | +3.0% | -7.3% | -5.8% |
| 3M | +10.4% | -20.7% | +31.1% | +17.6% |
| 6M | +17.5% | -17.2% | +34.7% | +22.5% |
| YTD | +37.8% | +9.1% | +28.7% | +28.6% |
| 1Y | +33.8% | +9.0% | +24.8% | +24.6% |
| 3Y | +69.1% | +353.8% | -284.8% | -13.0% |
| 5Y | +165.7% | +608.0% | -442.3% | +12.2% |
| 10Y | +212.9% | +1,510.3% | -1,297.4% | -4.3% |
| All | +201.1% | +1,272.7% | -1,071.6% | -7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling