+123.6%
HOOD vs EME
+445.0%
-321.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.0% |
| 7D | -3.8% | +8.4% | -12.1% | -8.4% |
| 30D | -23.0% | -11.5% | -11.5% | -17.5% |
| 3M | -21.6% | -20.6% | -1.0% | -11.1% |
| 6M | +1.4% | -28.5% | +29.9% | +20.5% |
| YTD | -31.2% | +8.0% | -39.2% | -39.7% |
| 1Y | -35.9% | +6.8% | -42.7% | -43.4% |
| 3Y | +836.9% | +213.9% | +623.0% | +306.2% |
| 5Y | +121.1% | +414.8% | -293.7% | -35.5% |
| All | +123.6% | +445.0% | -321.4% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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