-35.9%
HOOD vs SHEL
+35.5%
-71.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.6% | -4.0% |
| 7D | -3.8% | +0.8% | -4.6% | -3.6% |
| 30D | -23.0% | -3.6% | -19.4% | -23.5% |
| 3M | -21.6% | +12.0% | -33.7% | -19.7% |
| 6M | +1.4% | +19.7% | -18.3% | +5.0% |
| YTD | -31.2% | +39.6% | -70.8% | -37.7% |
| 1Y | -35.9% | +36.4% | -72.4% | -38.5% |
| All | -35.9% | +35.5% | -71.4% | -38.5% |
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