+250.7%
HOOD vs EXC
+56.2%
+194.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -2.1% |
| 7D | +17.1% | +0.3% | +16.8% | +17.1% |
| 30D | +31.6% | -3.7% | +35.3% | +31.7% |
| 3M | +38.2% | -1.3% | +39.5% | +38.0% |
| 6M | +48.5% | -9.7% | +58.2% | +49.3% |
| YTD | +8.0% | +2.9% | +5.1% | +7.2% |
| 1Y | +18.7% | +4.4% | +14.3% | +17.6% |
| 3Y | +999.1% | +22.2% | +976.9% | +939.4% |
| 5Y | +181.7% | +46.7% | +135.0% | +280.3% |
| All | +250.7% | +56.2% | +194.5% | +855.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling