-35.9%
HOOD vs EFV
+19.5%
-55.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.9% |
| 7D | -3.8% | +2.5% | -6.3% | -7.8% |
| 30D | -23.0% | +2.9% | -25.9% | -26.4% |
| 3M | -21.6% | -1.4% | -20.2% | -19.1% |
| 6M | +1.4% | +5.5% | -4.1% | -6.3% |
| YTD | -31.2% | +16.1% | -47.2% | -46.2% |
| 1Y | -35.9% | +20.3% | -56.2% | -53.1% |
| All | -35.9% | +19.5% | -55.4% | -53.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling