+192.5%
SHEL vs XHB
+30.4%
+162.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.7% |
| 7D | +3.9% | -5.2% | +9.2% | +4.7% |
| 30D | +7.0% | -12.1% | +19.1% | +9.0% |
| 3M | +12.5% | -6.2% | +18.7% | +13.0% |
| 6M | +14.8% | -6.7% | +21.5% | +15.1% |
| YTD | +34.2% | -5.5% | +39.6% | +34.0% |
| 1Y | +37.0% | -15.6% | +52.6% | +39.9% |
| 3Y | +70.9% | +22.0% | +48.9% | +59.2% |
| 5Y | +192.5% | +31.8% | +160.7% | +167.5% |
| All | +192.5% | +30.4% | +162.1% | +167.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling