+225.5%
HOOD vs SHEL
+181.8%
+43.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | -9.1% | +3.9% | -13.1% | -10.4% |
| 30D | +20.1% | +7.0% | +13.1% | +17.0% |
| 3M | +31.2% | +12.5% | +18.7% | +24.7% |
| 6M | +44.3% | +14.8% | +29.5% | +34.8% |
| YTD | +0.2% | +34.2% | -34.0% | -12.9% |
| 1Y | -3.5% | +37.0% | -40.5% | -16.9% |
| 3Y | +955.2% | +70.9% | +884.3% | +720.9% |
| 5Y | +175.3% | +192.5% | -17.3% | +92.0% |
| All | +225.5% | +181.8% | +43.7% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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