+231.1%
HOOD vs ELF
+273.7%
-42.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -0.7% |
| 7D | +7.7% | -6.8% | +14.5% | +9.8% |
| 30D | +22.0% | +5.1% | +16.9% | +20.3% |
| 3M | +37.6% | +79.8% | -42.2% | +16.3% |
| 6M | +45.3% | +29.7% | +15.6% | +33.3% |
| YTD | +1.9% | +31.6% | -29.7% | -7.9% |
| 1Y | -2.7% | -27.9% | +25.2% | +1.1% |
| 3Y | +973.4% | -26.4% | +999.8% | +858.1% |
| 5Y | +179.3% | +235.6% | -56.4% | -7.3% |
| All | +231.1% | +273.7% | -42.6% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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