+132.4%
HOOD vs EL
-64.2%
+196.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -31.6% |
| 3M | -10.8% | +29.2% | -40.0% | -21.8% |
| 6M | +2.4% | +27.9% | -25.6% | -11.0% |
| YTD | -28.5% | +6.2% | -34.7% | -33.3% |
| 1Y | -36.3% | +27.2% | -63.5% | -45.9% |
| 3Y | +743.7% | +3.2% | +740.5% | +608.1% |
| 5Y | +118.6% | -66.0% | +184.6% | +240.9% |
| All | +132.4% | -64.2% | +196.6% | +232.3% |
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