+237.0%
HOOD vs XOM
+229.4%
+7.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.7% | -4.7% | -4.0% |
| 7D | +13.4% | -2.4% | +15.7% | +13.7% |
| 30D | +25.8% | +5.7% | +20.1% | +24.4% |
| 3M | +38.0% | +6.6% | +31.4% | +36.1% |
| 6M | +52.2% | +7.7% | +44.5% | +48.1% |
| YTD | +3.7% | +36.2% | -32.4% | -6.0% |
| 1Y | +0.1% | +50.5% | -50.4% | -12.4% |
| 3Y | +992.6% | +53.4% | +939.2% | +841.8% |
| 5Y | +193.0% | +254.2% | -61.2% | +112.0% |
| All | +237.0% | +229.4% | +7.6% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XOM.
Daily Out/Under-Performance
Portfolio return minus XOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded XOM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling