+237.0%
HOOD vs EIX
+31.5%
+205.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +4.5% | -8.4% | -4.7% |
| 7D | +13.4% | +0.9% | +12.5% | +13.1% |
| 30D | +25.8% | -13.5% | +39.3% | +27.6% |
| 3M | +38.0% | -15.3% | +53.2% | +40.0% |
| 6M | +52.2% | -15.3% | +67.5% | +53.8% |
| YTD | +3.7% | +2.7% | +1.0% | -1.5% |
| 1Y | +0.1% | +17.4% | -17.4% | -9.6% |
| 3Y | +992.6% | -1.3% | +993.9% | +919.1% |
| 5Y | +193.0% | +27.2% | +165.8% | +179.5% |
| All | +237.0% | +31.5% | +205.5% | +239.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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