+231.1%
HOOD vs EMR
+67.7%
+163.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -0.7% |
| 7D | +7.7% | +0.9% | +6.8% | +7.0% |
| 30D | +22.0% | -5.0% | +26.9% | +27.4% |
| 3M | +37.6% | +5.9% | +31.7% | +28.9% |
| 6M | +45.3% | +7.3% | +38.0% | +33.8% |
| YTD | +1.9% | +14.6% | -12.6% | -11.2% |
| 1Y | -2.7% | +15.6% | -18.4% | -16.1% |
| 3Y | +973.4% | +60.2% | +913.2% | +626.6% |
| 5Y | +179.3% | +65.8% | +113.4% | +58.1% |
| All | +231.1% | +67.7% | +163.4% | +118.8% |
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