+132.4%
HOOD vs ES
-0.4%
+132.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.9% | +6.1% | +3.8% |
| 7D | -4.8% | +1.9% | -6.7% | -5.3% |
| 30D | -26.1% | +7.1% | -33.2% | -27.3% |
| 3M | -10.8% | -1.9% | -8.9% | -10.7% |
| 6M | +2.4% | +4.4% | -2.0% | +0.6% |
| YTD | -28.5% | +7.3% | -35.8% | -30.3% |
| 1Y | -36.3% | +2.1% | -38.5% | -37.6% |
| 3Y | +743.7% | +41.8% | +701.8% | +628.0% |
| 5Y | +118.6% | +1.4% | +117.2% | +116.8% |
| All | +132.4% | -0.4% | +132.8% | +165.8% |
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