+123.6%
HOOD vs EL
-63.7%
+187.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -4.8% |
| 7D | -3.8% | +1.5% | -5.3% | -4.5% |
| 30D | -23.0% | +10.0% | -33.0% | -26.6% |
| 3M | -21.6% | +28.4% | -50.1% | -31.1% |
| 6M | +1.4% | +37.1% | -35.6% | -14.6% |
| YTD | -31.2% | +7.8% | -39.0% | -36.3% |
| 1Y | -35.9% | +26.0% | -62.0% | -45.4% |
| 3Y | +836.9% | +3.8% | +833.1% | +686.0% |
| 5Y | +121.1% | -65.2% | +186.3% | +243.1% |
| All | +123.6% | -63.7% | +187.3% | +217.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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