+133.6%
HOOD vs ALLE
+49.3%
+84.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.5% |
| 7D | +3.8% | +1.6% | +2.2% | +2.8% |
| 30D | -26.4% | +24.1% | -50.5% | -36.0% |
| 3M | -14.3% | +14.8% | -29.1% | -21.8% |
| 6M | +3.9% | +45.9% | -41.9% | -20.3% |
| YTD | -28.1% | +20.7% | -48.8% | -38.0% |
| 1Y | -38.8% | +14.2% | -53.0% | -45.1% |
| 3Y | +888.5% | +90.7% | +797.8% | +469.9% |
| 5Y | +131.0% | +50.6% | +80.5% | +37.7% |
| All | +133.6% | +49.3% | +84.3% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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