-35.9%
HOOD vs ES
+2.1%
-38.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.1% |
| 7D | -3.8% | +2.7% | -6.5% | -3.3% |
| 30D | -23.0% | +7.6% | -30.6% | -22.1% |
| 3M | -21.6% | +0.5% | -22.1% | -21.2% |
| 6M | +1.4% | +7.6% | -6.2% | +1.4% |
| YTD | -31.2% | +10.2% | -41.4% | -31.5% |
| 1Y | -35.9% | +1.8% | -37.8% | -36.0% |
| All | -35.9% | +2.1% | -38.1% | -36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling