+139.3%
HOOD vs ELF
+345.7%
-206.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.2% | +2.2% |
| 7D | -0.6% | +7.8% | -8.5% | -2.6% |
| 30D | -23.6% | +9.3% | -32.8% | -25.4% |
| 3M | -10.7% | +21.2% | -31.9% | -15.3% |
| 6M | +8.2% | +96.1% | -87.9% | -11.2% |
| YTD | -26.3% | +57.0% | -83.3% | -36.6% |
| 1Y | -36.1% | +61.9% | -97.9% | -45.4% |
| 3Y | +950.7% | +20.0% | +930.7% | +699.0% |
| 5Y | +127.0% | +284.8% | -157.7% | -32.0% |
| All | +139.3% | +345.7% | -206.4% | -0.1% |
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