+133.6%
HOOD vs ECL
+47.4%
+86.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.2% |
| 7D | -5.1% | +0.4% | -5.5% | -5.2% |
| 30D | -25.4% | +8.6% | -34.0% | -29.6% |
| 3M | -14.0% | +7.9% | -21.8% | -18.7% |
| 6M | +5.6% | +21.0% | -15.4% | -9.9% |
| YTD | -28.1% | +17.5% | -45.6% | -37.5% |
| 1Y | -40.1% | +19.7% | -59.8% | -48.9% |
| 3Y | +888.2% | +77.4% | +810.8% | +512.7% |
| 5Y | +135.8% | +38.7% | +97.1% | +59.5% |
| All | +133.6% | +47.4% | +86.1% | +70.1% |
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