+250.7%
HOOD vs EWT
+159.0%
+91.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -4.3% |
| 7D | +17.1% | +4.0% | +13.2% | +11.7% |
| 30D | +31.6% | +10.3% | +21.3% | +17.0% |
| 3M | +38.2% | +6.1% | +32.2% | +26.5% |
| 6M | +48.5% | +56.6% | -8.1% | -20.2% |
| YTD | +8.0% | +76.6% | -68.6% | -51.1% |
| 1Y | +18.7% | +97.9% | -79.2% | -53.3% |
| 3Y | +999.1% | +198.0% | +801.1% | +141.4% |
| 5Y | +181.7% | +151.8% | +29.9% | -11.8% |
| All | +250.7% | +159.0% | +91.7% | +4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling