+142.9%
HOOD vs SLB
+91.4%
+51.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.1% | +1.9% | +3.3% |
| 7D | -3.2% | -1.2% | -2.1% | -2.8% |
| 30D | -22.6% | +4.5% | -27.1% | -23.6% |
| 3M | -10.4% | -4.6% | -5.8% | -9.5% |
| 6M | +4.7% | -6.3% | +11.0% | +5.4% |
| YTD | -25.2% | +35.0% | -60.2% | -34.3% |
| 1Y | -35.9% | +38.8% | -74.7% | -44.4% |
| 3Y | +927.7% | +3.3% | +924.4% | +854.0% |
| 5Y | +147.5% | +73.6% | +73.9% | +101.2% |
| All | +142.9% | +91.4% | +51.5% | +95.2% |
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