+309.7%
SHEL vs XHB
+167.3%
+142.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +5.0% | +3.5% |
| 7D | +1.9% | +0.2% | +1.7% | +1.8% |
| 30D | +8.7% | -9.1% | +17.7% | +12.5% |
| 3M | +11.0% | -2.3% | +13.3% | +10.9% |
| 6M | +14.6% | -4.1% | +18.7% | +14.4% |
| YTD | +33.3% | -1.7% | +35.0% | +31.3% |
| 1Y | +37.9% | -15.1% | +53.0% | +43.4% |
| 3Y | +69.7% | +26.8% | +42.9% | +45.6% |
| 5Y | +190.2% | +37.3% | +152.8% | +132.8% |
| 10Y | +197.0% | +205.7% | -8.7% | +66.9% |
| All | +309.7% | +167.3% | +142.4% | +82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling