+132.4%
HOOD vs EXC
+63.3%
+69.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.0% | +5.2% | +3.2% |
| 7D | -4.8% | -1.2% | -3.6% | -4.8% |
| 30D | -26.1% | +10.0% | -36.1% | -26.3% |
| 3M | -10.8% | +1.6% | -12.4% | -10.8% |
| 6M | +2.4% | +3.3% | -0.9% | +2.1% |
| YTD | -28.5% | +7.6% | -36.0% | -29.0% |
| 1Y | -36.3% | +3.5% | -39.8% | -36.5% |
| 3Y | +743.7% | +27.7% | +716.0% | +698.0% |
| 5Y | +118.6% | +41.1% | +77.5% | +152.2% |
| All | +132.4% | +63.3% | +69.1% | +533.1% |
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