+237.0%
HOOD vs EW
-21.4%
+258.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.5% | -0.4% | -1.9% |
| 7D | +13.4% | -4.4% | +17.8% | +16.2% |
| 30D | +25.8% | -3.3% | +29.1% | +28.0% |
| 3M | +38.0% | +1.0% | +37.0% | +36.3% |
| 6M | +52.2% | +6.2% | +46.0% | +46.1% |
| YTD | +3.7% | +1.7% | +2.0% | +1.7% |
| 1Y | +0.1% | +8.1% | -8.1% | -5.5% |
| 3Y | +992.6% | +17.1% | +975.5% | +799.2% |
| 5Y | +193.0% | -29.4% | +222.3% | +219.9% |
| All | +237.0% | -21.4% | +258.4% | +290.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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