+231.1%
HOOD vs EQH
+96.3%
+134.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +7.7% | +1.1% | +6.6% | +7.2% |
| 30D | +22.0% | -1.1% | +23.1% | +23.2% |
| 3M | +37.6% | +25.0% | +12.6% | +12.6% |
| 6M | +45.3% | +33.9% | +11.4% | +11.4% |
| YTD | +1.9% | +11.6% | -9.7% | -7.8% |
| 1Y | -2.7% | +1.5% | -4.2% | -5.5% |
| 3Y | +973.4% | +96.7% | +876.7% | +570.3% |
| 5Y | +179.3% | +93.9% | +85.4% | +82.9% |
| All | +231.1% | +96.3% | +134.8% | +121.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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