+1,037.0%
HOOD vs EL
-29.8%
+1,066.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.0% | -5.1% | -3.2% |
| 7D | +17.1% | +0.8% | +16.3% | +16.7% |
| 30D | +31.6% | +19.8% | +11.7% | +22.5% |
| 3M | +38.2% | +25.7% | +12.5% | +26.0% |
| 6M | +48.5% | +5.4% | +43.1% | +43.3% |
| YTD | +8.0% | +0.2% | +7.8% | +4.9% |
| 1Y | +18.7% | +20.4% | -1.8% | +7.3% |
| All | +1,037.0% | -29.8% | +1,066.8% | +1,023.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling