+210.0%
SHEL vs ZBH
-16.2%
+226.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | +4.1% | -4.7% | +8.8% | +5.8% |
| 30D | +8.4% | -4.5% | +12.9% | +10.0% |
| 3M | +13.7% | +7.6% | +6.1% | +9.8% |
| 6M | +12.7% | +0.3% | +12.4% | +11.0% |
| YTD | +35.3% | +4.5% | +30.8% | +30.6% |
| 1Y | +39.4% | -9.4% | +48.8% | +40.8% |
| 3Y | +71.5% | -21.5% | +92.9% | +79.8% |
| 5Y | +195.0% | -28.4% | +223.4% | +213.5% |
| All | +210.0% | -16.2% | +226.2% | +181.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 10y: compounded portfolio wealth divided by compounded ZBH 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…
10y analysis · Full analysis span regression · 6 months rolling