+125.1%
HOOD vs ES
+2.5%
+122.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +2.1% | -12.4% | -10.7% |
| 7D | -14.4% | +5.9% | -20.3% | -15.4% |
| 30D | -30.0% | +10.2% | -40.2% | -31.5% |
| 3M | -15.5% | +0.4% | -15.9% | -15.7% |
| 6M | +1.8% | +6.9% | -5.1% | -0.3% |
| YTD | -30.7% | +10.5% | -41.2% | -32.9% |
| 1Y | -45.0% | +3.2% | -48.2% | -46.0% |
| 3Y | +709.0% | +49.0% | +659.9% | +589.4% |
| 5Y | +111.8% | +4.5% | +107.3% | +108.9% |
| All | +125.1% | +2.5% | +122.6% | +156.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling