+133.6%
HOOD vs ECL
+46.7%
+87.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.7% | -3.0% |
| 7D | +3.8% | -0.5% | +4.2% | +4.1% |
| 30D | -26.4% | +6.6% | -33.0% | -29.6% |
| 3M | -14.3% | +9.6% | -23.9% | -19.9% |
| 6M | +3.9% | +21.6% | -17.7% | -11.6% |
| YTD | -28.1% | +16.9% | -45.0% | -37.3% |
| 1Y | -38.8% | +17.9% | -56.7% | -47.2% |
| 3Y | +888.5% | +76.5% | +812.0% | +515.4% |
| 5Y | +131.0% | +36.6% | +94.4% | +57.3% |
| All | +133.6% | +46.7% | +87.0% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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