+225.5%
HOOD vs EEM
+44.2%
+181.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | +1.7% |
| 7D | -9.1% | -0.7% | -8.4% | -8.3% |
| 30D | +20.1% | +2.4% | +17.7% | +16.1% |
| 3M | +31.2% | +4.2% | +27.1% | +21.3% |
| 6M | +44.3% | +14.8% | +29.5% | +11.2% |
| YTD | +0.2% | +23.1% | -22.9% | -32.2% |
| 1Y | -3.5% | +32.5% | -36.1% | -41.9% |
| 3Y | +955.2% | +85.9% | +869.3% | +258.3% |
| 5Y | +175.3% | +43.6% | +131.7% | +79.5% |
| All | +225.5% | +44.2% | +181.3% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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