+230.2%
EWY vs HOOD
+997.7%
-767.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +1.3% |
| 7D | +8.0% | +13.4% | -5.3% | +5.1% |
| 30D | +14.3% | +25.8% | -11.4% | +8.8% |
| 3M | +2.3% | +38.0% | -35.7% | -4.5% |
| 6M | +49.9% | +52.2% | -2.4% | +37.0% |
| YTD | +95.3% | +3.7% | +91.6% | +88.0% |
| 1Y | +161.7% | +0.1% | +161.7% | +151.7% |
| 3Y | +230.2% | +992.6% | -762.4% | +117.4% |
| All | +230.2% | +997.7% | -767.5% | +117.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling