+250.7%
HOOD vs ECL
+34.2%
+216.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.2% |
| 7D | +17.1% | -2.6% | +19.7% | +19.3% |
| 30D | +31.6% | -2.2% | +33.8% | +33.4% |
| 3M | +38.2% | +10.1% | +28.1% | +26.8% |
| 6M | +48.5% | -5.7% | +54.3% | +53.5% |
| YTD | +8.0% | +7.0% | +1.0% | +0.3% |
| 1Y | +18.7% | +2.7% | +16.0% | +13.5% |
| 3Y | +999.1% | +57.7% | +941.4% | +642.6% |
| 5Y | +181.7% | +31.1% | +150.5% | +90.8% |
| All | +250.7% | +34.2% | +216.5% | +173.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling