+123.6%
HOOD vs CVX
+166.0%
-42.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -5.9% | -4.7% |
| 7D | -3.8% | +3.4% | -7.2% | -4.6% |
| 30D | -23.0% | -1.0% | -22.0% | -22.9% |
| 3M | -21.6% | +12.2% | -33.8% | -24.3% |
| 6M | +1.4% | +20.3% | -18.9% | -4.7% |
| YTD | -31.2% | +48.3% | -79.5% | -41.4% |
| 1Y | -35.9% | +46.9% | -82.8% | -45.3% |
| 3Y | +836.9% | +73.1% | +763.8% | +644.9% |
| 5Y | +121.1% | +135.2% | -14.1% | +77.1% |
| All | +123.6% | +166.0% | -42.4% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVX.
Daily Out/Under-Performance
Portfolio return minus CVX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVX 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 CVX 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