+123.6%
HOOD vs EFX
-24.5%
+148.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -4.7% |
| 7D | -3.8% | -0.8% | -3.0% | -3.4% |
| 30D | -23.0% | +25.1% | -48.1% | -33.3% |
| 3M | -21.6% | +1.7% | -23.3% | -23.7% |
| 6M | +1.4% | +18.4% | -16.9% | -12.6% |
| YTD | -31.2% | -12.5% | -18.6% | -28.7% |
| 1Y | -35.9% | -8.1% | -27.9% | -36.1% |
| 3Y | +836.9% | +4.8% | +832.2% | +696.6% |
| 5Y | +121.1% | -30.1% | +151.3% | +116.3% |
| All | +123.6% | -24.5% | +148.1% | +155.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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