+139.3%
HOOD vs EXC
+63.4%
+75.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +3.0% |
| 7D | -0.6% | -1.7% | +1.1% | -0.6% |
| 30D | -23.6% | +9.3% | -32.9% | -23.7% |
| 3M | -10.7% | +1.0% | -11.7% | -10.6% |
| 6M | +8.2% | +5.9% | +2.2% | +7.7% |
| YTD | -26.3% | +7.6% | -34.0% | -26.9% |
| 1Y | -36.1% | +2.4% | -38.5% | -36.2% |
| 3Y | +950.7% | +30.2% | +920.4% | +887.9% |
| 5Y | +127.0% | +41.4% | +85.7% | +162.1% |
| All | +139.3% | +63.4% | +75.9% | +551.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling