+139.3%
HOOD vs EMR
+89.1%
+50.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.4% | -1.4% | -0.9% |
| 7D | -0.6% | +2.1% | -2.8% | -2.2% |
| 30D | -23.6% | +4.8% | -28.3% | -26.3% |
| 3M | -10.7% | +7.5% | -18.2% | -15.9% |
| 6M | +8.2% | +20.9% | -12.7% | -9.2% |
| YTD | -26.3% | +29.2% | -55.5% | -42.0% |
| 1Y | -36.1% | +33.0% | -69.1% | -50.9% |
| 3Y | +950.7% | +109.8% | +840.9% | +478.6% |
| 5Y | +127.0% | +91.9% | +35.1% | +25.2% |
| All | +139.3% | +89.1% | +50.2% | +42.9% |
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