+139.3%
HOOD vs ESI
+51.2%
+88.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.1% | -2.2% | -0.3% |
| 7D | -0.6% | -3.5% | +2.8% | +1.6% |
| 30D | -23.6% | -9.3% | -14.3% | -18.7% |
| 3M | -10.7% | -12.8% | +2.1% | -3.3% |
| 6M | +8.2% | -24.6% | +32.8% | +25.3% |
| YTD | -26.3% | +32.7% | -59.1% | -45.9% |
| 1Y | -36.1% | +20.3% | -56.4% | -49.4% |
| 3Y | +950.7% | +80.2% | +870.5% | +505.2% |
| 5Y | +127.0% | +40.0% | +87.1% | +35.0% |
| All | +139.3% | +51.2% | +88.1% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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