-38.8%
HOOD vs SHEL
+33.9%
-72.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.7% | -4.5% | -3.7% |
| 7D | +3.8% | -1.6% | +5.3% | +3.4% |
| 30D | -26.4% | -4.3% | -22.1% | -27.0% |
| 3M | -14.3% | +10.4% | -24.7% | -12.6% |
| 6M | +3.9% | +17.5% | -13.6% | +7.0% |
| YTD | -28.1% | +37.8% | -65.9% | -35.9% |
| 1Y | -38.8% | +33.8% | -72.6% | -41.4% |
| All | -38.8% | +33.9% | -72.7% | -41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling