+250.7%
HOOD vs ELF
+309.5%
-58.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.7% |
| 7D | +17.1% | +5.4% | +11.8% | +15.4% |
| 30D | +31.6% | +27.0% | +4.6% | +23.2% |
| 3M | +38.2% | +113.2% | -75.0% | +11.5% |
| 6M | +48.5% | +36.6% | +12.0% | +34.2% |
| YTD | +8.0% | +44.2% | -36.3% | -4.8% |
| 1Y | +18.7% | -18.0% | +36.6% | +19.3% |
| 3Y | +999.1% | -19.9% | +1,019.0% | +859.3% |
| 5Y | +181.7% | +257.7% | -76.0% | -13.6% |
| All | +250.7% | +309.5% | -58.8% | +49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling