+123.6%
HOOD vs EWT
+124.8%
-1.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.4% |
| 7D | -3.8% | +9.1% | -12.9% | -13.5% |
| 30D | -23.0% | -12.2% | -10.7% | -11.0% |
| 3M | -21.6% | -9.4% | -12.2% | -12.9% |
| 6M | +1.4% | +2.7% | -1.2% | -7.0% |
| YTD | -31.2% | +53.3% | -84.4% | -63.6% |
| 1Y | -35.9% | +59.2% | -95.1% | -67.7% |
| 3Y | +836.9% | +157.1% | +679.8% | +142.6% |
| 5Y | +121.1% | +119.6% | +1.5% | -22.4% |
| All | +123.6% | +124.8% | -1.2% | -22.3% |
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