+133.6%
HOOD vs EMR
+86.2%
+47.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.7% |
| 7D | +3.8% | +2.7% | +1.1% | +1.3% |
| 30D | -26.4% | +2.1% | -28.5% | -27.4% |
| 3M | -14.3% | +2.3% | -16.5% | -15.6% |
| 6M | +3.9% | +22.5% | -18.6% | -13.8% |
| YTD | -28.1% | +27.2% | -55.3% | -42.6% |
| 1Y | -38.8% | +28.0% | -66.8% | -51.4% |
| 3Y | +888.5% | +103.4% | +785.0% | +457.8% |
| 5Y | +131.0% | +88.2% | +42.9% | +29.1% |
| All | +133.6% | +86.2% | +47.4% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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