+132.7%
SHEL vs USHY
+50.7%
+82.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.6% | +2.6% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | +8.7% | 0.0% | +8.7% | +8.6% |
| 3M | +11.0% | +1.2% | +9.8% | +8.8% |
| 6M | +14.6% | +2.6% | +11.9% | +9.6% |
| YTD | +33.3% | +2.4% | +30.8% | +27.8% |
| 1Y | +37.9% | +4.2% | +33.6% | +28.6% |
| 3Y | +69.7% | +28.0% | +41.7% | +13.8% |
| 5Y | +190.2% | +21.8% | +168.4% | +115.9% |
| All | +132.7% | +50.7% | +82.0% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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