+139.3%
HOOD vs EAT
+256.4%
-117.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.5% | +4.5% | +3.5% |
| 7D | -0.6% | -3.9% | +3.3% | +0.9% |
| 30D | -23.6% | +5.0% | -28.6% | -25.6% |
| 3M | -10.7% | -9.6% | -1.1% | -8.5% |
| 6M | +8.2% | +46.8% | -38.6% | -10.6% |
| YTD | -26.3% | +41.8% | -68.1% | -39.9% |
| 1Y | -36.1% | +98.3% | -134.4% | -55.9% |
| 3Y | +950.7% | +503.1% | +447.6% | +328.1% |
| 5Y | +127.0% | +356.7% | -229.6% | -11.1% |
| All | +139.3% | +256.4% | -117.1% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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