+250.7%
HOOD vs EL
-66.2%
+316.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.0% | -5.1% | -3.5% |
| 7D | +17.1% | +0.8% | +16.3% | +16.6% |
| 30D | +31.6% | +19.8% | +11.7% | +20.1% |
| 3M | +38.2% | +25.7% | +12.5% | +22.7% |
| 6M | +48.5% | +5.4% | +43.1% | +41.9% |
| YTD | +8.0% | +0.2% | +7.8% | +3.9% |
| 1Y | +18.7% | +20.4% | -1.8% | +3.6% |
| 3Y | +999.1% | -32.1% | +1,031.2% | +1,094.6% |
| 5Y | +181.7% | -67.2% | +248.9% | +260.1% |
| All | +250.7% | -66.2% | +316.9% | +417.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling