+992.6%
HOOD vs SHEL
+70.3%
+922.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.5% | -6.5% | -4.7% |
| 7D | +13.4% | +1.9% | +11.4% | +12.6% |
| 30D | +25.8% | +8.7% | +17.1% | +22.2% |
| 3M | +38.0% | +11.0% | +27.0% | +32.7% |
| 6M | +52.2% | +14.6% | +37.7% | +42.1% |
| YTD | +3.7% | +33.3% | -29.5% | -11.3% |
| 1Y | +0.1% | +37.9% | -37.8% | -16.1% |
| 3Y | +992.6% | +69.7% | +922.8% | +726.6% |
| All | +992.6% | +70.3% | +922.3% | +726.6% |
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