+237.0%
HOOD vs EXC
+57.3%
+179.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.7% | -4.6% | -3.9% |
| 7D | +13.4% | +1.2% | +12.1% | +13.3% |
| 30D | +25.8% | -2.7% | +28.5% | +25.9% |
| 3M | +38.0% | -1.0% | +38.9% | +37.8% |
| 6M | +52.2% | -9.3% | +61.5% | +53.0% |
| YTD | +3.7% | +3.6% | +0.1% | +3.0% |
| 1Y | +0.1% | +5.9% | -5.9% | -1.0% |
| 3Y | +992.6% | +21.3% | +971.3% | +937.3% |
| 5Y | +193.0% | +46.2% | +146.8% | +265.2% |
| All | +237.0% | +57.3% | +179.7% | +818.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded EXC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling