+223.3%
HOOD vs ELV
+18.2%
+205.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | -7.8% | +3.2% | -11.0% | -8.2% |
| 30D | +18.6% | +5.4% | +13.2% | +17.7% |
| 3M | +22.1% | +5.4% | +16.7% | +21.0% |
| 6M | +43.1% | +45.7% | -2.7% | +35.0% |
| YTD | -0.5% | +21.2% | -21.7% | -3.9% |
| 1Y | -4.4% | +35.6% | -40.0% | -9.3% |
| 3Y | +938.5% | -2.0% | +940.5% | +917.5% |
| 5Y | +173.4% | +26.0% | +147.4% | +89.0% |
| All | +223.3% | +18.2% | +205.1% | +170.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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