+133.6%
HOOD vs EL
-64.1%
+197.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.2% | -3.0% |
| 7D | +3.8% | +2.7% | +1.1% | +2.5% |
| 30D | -26.4% | +10.8% | -37.2% | -30.2% |
| 3M | -14.3% | +26.5% | -40.8% | -24.1% |
| 6M | +3.9% | +31.1% | -27.2% | -10.6% |
| YTD | -28.1% | +6.6% | -34.7% | -33.1% |
| 1Y | -38.8% | +21.8% | -60.6% | -46.9% |
| 3Y | +888.5% | +1.8% | +886.7% | +738.6% |
| 5Y | +131.0% | -65.6% | +196.6% | +260.5% |
| All | +133.6% | -64.1% | +197.7% | +233.5% |
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