+124.0%
EWY vs HOOD
+198.2%
-74.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.7% | -2.5% | -3.9% |
| 7D | +1.2% | -9.1% | +10.4% | +2.7% |
| 30D | +9.3% | +20.1% | -10.8% | +5.7% |
| 3M | +2.4% | +31.2% | -28.8% | -2.4% |
| 6M | +40.3% | +44.3% | -4.0% | +31.3% |
| YTD | +88.0% | +0.2% | +87.8% | +83.8% |
| 1Y | +143.8% | -3.5% | +147.3% | +138.2% |
| 3Y | +217.8% | +955.2% | -737.4% | +117.2% |
| 5Y | +142.7% | +175.3% | -32.5% | +71.1% |
| All | +124.0% | +198.2% | -74.3% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HOOD.
Daily Out/Under-Performance
Portfolio return minus HOOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HOOD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded HOOD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling