+945.5%
HOOD vs ELV
-3.1%
+948.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.9% | -6.6% | -1.9% |
| 7D | -9.1% | +0.4% | -9.6% | -9.1% |
| 30D | +20.1% | +6.7% | +13.4% | +19.9% |
| 3M | +31.2% | +3.0% | +28.3% | +30.8% |
| 6M | +44.3% | +48.0% | -3.6% | +43.0% |
| YTD | +0.2% | +20.0% | -19.8% | -0.3% |
| 1Y | -3.5% | +37.9% | -41.4% | -3.7% |
| All | +945.5% | -3.1% | +948.5% | +906.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling