+132.4%
HOOD vs ELF
+333.7%
-201.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.7% | -2.5% | +1.6% |
| 7D | -4.8% | +4.0% | -8.8% | -5.7% |
| 30D | -26.1% | +10.6% | -36.7% | -28.1% |
| 3M | -10.8% | +25.8% | -36.6% | -16.2% |
| 6M | +2.4% | +89.1% | -86.7% | -15.1% |
| YTD | -28.5% | +52.7% | -81.2% | -37.9% |
| 1Y | -36.3% | +51.7% | -88.1% | -44.7% |
| 3Y | +743.7% | +14.2% | +729.5% | +553.0% |
| 5Y | +118.6% | +270.7% | -152.1% | -34.3% |
| All | +132.4% | +333.7% | -201.3% | -2.3% |
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