+223.3%
HOOD vs EWZ
+41.9%
+181.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | 0.0% |
| 7D | -7.8% | +0.9% | -8.7% | -8.5% |
| 30D | +18.6% | +12.8% | +5.8% | +9.0% |
| 3M | +22.1% | +10.8% | +11.3% | +13.2% |
| 6M | +43.1% | +2.5% | +40.5% | +41.0% |
| YTD | -0.5% | +21.4% | -21.8% | -12.9% |
| 1Y | -4.4% | +32.8% | -37.2% | -21.1% |
| 3Y | +938.5% | +45.2% | +893.3% | +708.4% |
| 5Y | +173.4% | +63.0% | +110.4% | +98.1% |
| All | +223.3% | +41.9% | +181.3% | +159.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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