+123.6%
HOOD vs EWZ
+19.8%
+103.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.7% | -5.2% |
| 7D | -3.8% | +0.8% | -4.5% | -4.2% |
| 30D | -23.0% | -24.4% | +1.4% | -9.6% |
| 3M | -21.6% | -4.6% | -17.1% | -22.4% |
| 6M | +1.4% | -11.6% | +13.0% | +5.9% |
| YTD | -31.2% | +2.4% | -33.5% | -35.0% |
| 1Y | -35.9% | +2.1% | -38.0% | -39.4% |
| 3Y | +836.9% | +18.7% | +818.2% | +699.5% |
| 5Y | +121.1% | +54.2% | +67.0% | +62.4% |
| All | +123.6% | +19.8% | +103.9% | +93.3% |
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