+888.2%
HOOD vs SHEL
+67.4%
+820.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.0% |
| 7D | -5.1% | -6.7% | +1.6% | -3.4% |
| 30D | -25.4% | -2.9% | -22.5% | -25.0% |
| 3M | -14.0% | +9.1% | -23.0% | -16.7% |
| 6M | +5.6% | +17.9% | -12.3% | -1.4% |
| YTD | -28.1% | +36.0% | -64.1% | -39.3% |
| 1Y | -40.1% | +31.8% | -71.9% | -48.5% |
| 3Y | +888.2% | +66.9% | +821.3% | +664.9% |
| All | +888.2% | +67.4% | +820.8% | +664.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling