+113.0%
HOOD vs EL
-66.1%
+179.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.0% | +2.1% |
| 7D | -4.8% | +0.8% | -5.6% | -5.1% |
| 30D | -26.1% | +16.5% | -42.6% | -31.8% |
| 3M | -10.8% | +29.2% | -40.0% | -22.1% |
| 6M | +2.4% | +27.9% | -25.6% | -11.4% |
| YTD | -28.5% | +6.2% | -34.7% | -33.5% |
| 1Y | -36.3% | +27.2% | -63.5% | -46.2% |
| 3Y | +743.7% | +3.2% | +740.5% | +602.2% |
| All | +113.0% | -66.1% | +179.2% | +262.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling