+225.5%
HOOD vs EWJ
+59.9%
+165.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -0.8% |
| 7D | -9.1% | -1.5% | -7.6% | -7.0% |
| 30D | +20.1% | +0.2% | +19.9% | +20.6% |
| 3M | +31.2% | +8.6% | +22.6% | +16.6% |
| 6M | +44.3% | +12.1% | +32.2% | +22.6% |
| YTD | +0.2% | +20.1% | -19.9% | -23.4% |
| 1Y | -3.5% | +25.2% | -28.7% | -30.4% |
| 3Y | +955.2% | +70.8% | +884.5% | +380.6% |
| 5Y | +175.3% | +49.2% | +126.1% | +28.6% |
| All | +225.5% | +59.9% | +165.5% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EWJ 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling