+139.3%
HOOD vs ES
-0.9%
+140.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.1% |
| 7D | -0.6% | -0.1% | -0.5% | -0.7% |
| 30D | -23.6% | +5.7% | -29.3% | -24.6% |
| 3M | -10.7% | -2.8% | -7.9% | -10.4% |
| 6M | +8.2% | +7.0% | +1.2% | +5.6% |
| YTD | -26.3% | +6.8% | -33.1% | -28.2% |
| 1Y | -36.1% | -0.5% | -35.6% | -36.9% |
| 3Y | +950.7% | +47.2% | +903.5% | +792.8% |
| 5Y | +127.0% | +2.3% | +124.8% | +127.0% |
| All | +139.3% | -0.9% | +140.2% | +174.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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