+250.7%
HOOD vs EME
+523.0%
-272.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -3.2% |
| 7D | +17.1% | +1.9% | +15.2% | +15.8% |
| 30D | +31.6% | -8.3% | +39.9% | +38.2% |
| 3M | +38.2% | -10.7% | +49.0% | +44.3% |
| 6M | +48.5% | +1.9% | +46.6% | +40.2% |
| YTD | +8.0% | +23.5% | -15.5% | -11.9% |
| 1Y | +18.7% | +18.0% | +0.7% | -1.3% |
| 3Y | +999.1% | +236.1% | +763.0% | +361.0% |
| 5Y | +181.7% | +527.9% | -346.2% | -25.0% |
| All | +250.7% | +523.0% | -272.3% | -6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling