+743.7%
HOOD vs ESI
+67.9%
+675.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.3% | +2.1% |
| 7D | -4.8% | -8.5% | +3.7% | +0.4% |
| 30D | -26.1% | -15.7% | -10.5% | -18.3% |
| 3M | -10.8% | -18.2% | +7.4% | -0.1% |
| 6M | +2.4% | -28.8% | +31.2% | +21.3% |
| YTD | -28.5% | +26.3% | -54.7% | -46.8% |
| 1Y | -36.3% | +18.2% | -54.6% | -50.1% |
| 3Y | +743.7% | +68.1% | +675.6% | +473.0% |
| All | +743.7% | +67.9% | +675.8% | +473.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling