+135.8%
HOOD vs EFX
-31.6%
+167.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -5.1% | +0.3% | -5.3% | -5.4% |
| 30D | -25.4% | +29.1% | -54.5% | -37.1% |
| 3M | -14.0% | +4.3% | -18.2% | -17.6% |
| 6M | +5.6% | +7.7% | -2.1% | -3.9% |
| YTD | -28.1% | -12.5% | -15.6% | -25.4% |
| 1Y | -40.1% | -8.8% | -31.3% | -40.1% |
| 3Y | +888.2% | +4.3% | +883.9% | +720.5% |
| 5Y | +135.8% | -29.4% | +165.2% | +132.1% |
| All | +135.8% | -31.6% | +167.4% | +132.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling