+223.3%
HOOD vs EFV
+97.2%
+126.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -2.4% |
| 7D | -7.8% | -0.8% | -7.0% | -6.6% |
| 30D | +18.6% | +0.6% | +18.0% | +18.1% |
| 3M | +22.1% | +7.5% | +14.5% | +9.2% |
| 6M | +43.1% | +13.0% | +30.0% | +19.4% |
| YTD | -0.5% | +18.3% | -18.8% | -22.8% |
| 1Y | -4.4% | +26.7% | -31.1% | -33.2% |
| 3Y | +938.5% | +89.6% | +848.9% | +303.1% |
| 5Y | +173.4% | +98.2% | +75.2% | +1.1% |
| All | +223.3% | +97.2% | +126.1% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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