+131.0%
HOOD vs EXC
+39.8%
+91.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.9% | -3.8% |
| 7D | +3.8% | -1.9% | +5.7% | +3.9% |
| 30D | -26.4% | +7.8% | -34.2% | -26.9% |
| 3M | -14.3% | +1.9% | -16.2% | -14.5% |
| 6M | +3.9% | +3.4% | +0.6% | +3.2% |
| YTD | -28.1% | +7.6% | -35.7% | -29.3% |
| 1Y | -38.8% | +2.1% | -40.9% | -39.2% |
| 3Y | +888.5% | +29.6% | +858.9% | +795.3% |
| 5Y | +131.0% | +39.5% | +91.5% | +101.6% |
| All | +131.0% | +39.8% | +91.3% | +101.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling