+70.0%
SHEL vs XHB
+21.1%
+48.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.6% |
| 7D | +3.9% | -5.2% | +9.2% | +4.4% |
| 30D | +7.0% | -12.1% | +19.1% | +8.3% |
| 3M | +12.5% | -6.2% | +18.7% | +12.7% |
| 6M | +14.8% | -6.7% | +21.5% | +14.9% |
| YTD | +34.2% | -5.5% | +39.6% | +33.7% |
| 1Y | +37.0% | -15.6% | +52.6% | +39.6% |
| All | +70.0% | +21.1% | +48.9% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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