+125.1%
HOOD vs ALLE
+47.0%
+78.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -2.9% | -7.4% | -8.6% |
| 7D | -14.4% | 0.0% | -14.5% | -14.3% |
| 30D | -30.0% | +20.6% | -50.6% | -38.1% |
| 3M | -15.5% | +11.4% | -26.9% | -21.5% |
| 6M | +1.8% | +42.5% | -40.8% | -20.9% |
| YTD | -30.7% | +18.9% | -49.6% | -39.7% |
| 1Y | -45.0% | +14.2% | -59.1% | -50.8% |
| 3Y | +709.0% | +90.7% | +618.3% | +364.5% |
| 5Y | +111.8% | +52.5% | +59.3% | +29.0% |
| All | +125.1% | +47.0% | +78.1% | +97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling