+139.3%
HOOD vs SLB
+89.3%
+50.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +2.7% |
| 7D | -0.6% | -3.7% | +3.1% | +0.6% |
| 30D | -23.6% | +2.9% | -26.5% | -24.2% |
| 3M | -10.7% | +0.2% | -10.9% | -11.2% |
| 6M | +8.2% | -4.4% | +12.6% | +8.1% |
| YTD | -26.3% | +33.4% | -59.8% | -35.0% |
| 1Y | -36.1% | +40.8% | -76.9% | -44.9% |
| 3Y | +950.7% | +3.2% | +947.5% | +876.2% |
| 5Y | +127.0% | +64.8% | +62.2% | +85.1% |
| All | +139.3% | +89.3% | +50.0% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 10y: compounded portfolio wealth divided by compounded SLB 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…
10y analysis · Full analysis span regression · 6 months rolling