+231.1%
HOOD vs ESI
+64.1%
+167.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.0% |
| 7D | +7.7% | +3.9% | +3.8% | +5.1% |
| 30D | +22.0% | -3.8% | +25.7% | +25.0% |
| 3M | +37.6% | -13.1% | +50.7% | +47.0% |
| 6M | +45.3% | +11.3% | +33.9% | +25.7% |
| YTD | +1.9% | +44.1% | -42.2% | -28.5% |
| 1Y | -2.7% | +40.3% | -43.1% | -30.3% |
| 3Y | +973.4% | +84.1% | +889.3% | +515.9% |
| 5Y | +179.3% | +75.8% | +103.5% | +73.2% |
| All | +231.1% | +64.1% | +167.0% | +66.1% |
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