+193.0%
HOOD vs SHEL
+186.2%
+6.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.5% | -6.5% | -4.9% |
| 7D | +13.4% | +1.9% | +11.4% | +12.4% |
| 30D | +25.8% | +8.7% | +17.1% | +21.6% |
| 3M | +38.0% | +11.0% | +27.0% | +31.5% |
| 6M | +52.2% | +14.6% | +37.7% | +41.7% |
| YTD | +3.7% | +33.3% | -29.5% | -10.2% |
| 1Y | +0.1% | +37.9% | -37.8% | -14.8% |
| 3Y | +992.6% | +69.7% | +922.8% | +739.8% |
| 5Y | +193.0% | +190.2% | +2.8% | +75.0% |
| All | +193.0% | +186.2% | +6.7% | +75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling