+189.8%
HOOD vs ESI
+72.3%
+117.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.0% | -4.1% |
| 7D | +17.1% | +3.3% | +13.8% | +14.5% |
| 30D | +31.6% | -5.9% | +37.4% | +37.0% |
| 3M | +38.2% | -14.1% | +52.3% | +49.5% |
| 6M | +48.5% | +6.6% | +42.0% | +31.3% |
| YTD | +8.0% | +45.0% | -37.1% | -26.7% |
| 1Y | +18.7% | +41.5% | -22.8% | -17.9% |
| 3Y | +999.1% | +78.8% | +920.3% | +508.6% |
| All | +189.8% | +72.3% | +117.5% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling