+133.8%
EWY vs HOOD
+203.4%
-69.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.2% | +0.7% |
| 7D | +6.7% | +7.7% | -1.1% | +5.1% |
| 30D | +17.0% | +22.0% | -5.0% | +12.9% |
| 3M | +3.7% | +37.6% | -34.0% | -2.0% |
| 6M | +42.5% | +45.3% | -2.8% | +33.2% |
| YTD | +96.2% | +1.9% | +94.3% | +91.4% |
| 1Y | +160.4% | -2.7% | +163.1% | +154.0% |
| 3Y | +231.7% | +973.4% | -741.7% | +126.0% |
| 5Y | +153.3% | +179.3% | -26.0% | +78.0% |
| All | +133.8% | +203.4% | -69.6% | +61.9% |
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