+231.1%
HOOD vs EWT
+158.1%
+73.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -2.0% |
| 7D | +7.7% | +2.1% | +5.6% | +5.1% |
| 30D | +22.0% | +9.4% | +12.6% | +9.6% |
| 3M | +37.6% | +10.9% | +26.7% | +19.2% |
| 6M | +45.3% | +57.9% | -12.7% | -22.9% |
| YTD | +1.9% | +75.9% | -74.0% | -53.6% |
| 1Y | -2.7% | +89.7% | -92.4% | -59.5% |
| 3Y | +973.4% | +200.9% | +772.5% | +132.4% |
| 5Y | +179.3% | +154.5% | +24.8% | -15.8% |
| All | +231.1% | +158.1% | +73.0% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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