+75.0%
EWY vs HOOD
+104.9%
-29.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -1.1% |
| 7D | +4.2% | -3.8% | +8.0% | +4.9% |
| 30D | -10.7% | -23.0% | +12.3% | -6.7% |
| 3M | -20.1% | -21.6% | +1.6% | -17.1% |
| 6M | -24.3% | +1.4% | -25.8% | -24.8% |
| YTD | +46.9% | -31.2% | +78.0% | +52.6% |
| 1Y | +55.2% | -35.9% | +91.1% | +62.3% |
| 3Y | +157.0% | +836.9% | -680.0% | +81.2% |
| 5Y | +98.9% | +121.1% | -22.3% | +48.0% |
| All | +75.0% | +104.9% | -29.9% | +29.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling