+123.6%
HOOD vs EXE
+102.6%
+21.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.5% |
| 7D | -3.8% | +5.3% | -9.1% | -5.3% |
| 30D | -23.0% | -2.2% | -20.8% | -22.5% |
| 3M | -21.6% | -5.9% | -15.8% | -20.4% |
| 6M | +1.4% | -5.7% | +7.2% | +2.5% |
| YTD | -31.2% | -17.8% | -13.3% | -27.9% |
| 1Y | -35.9% | -23.1% | -12.8% | -31.3% |
| 3Y | +836.9% | +21.2% | +815.8% | +778.8% |
| 5Y | +121.1% | +78.8% | +42.3% | +92.1% |
| All | +123.6% | +102.6% | +21.1% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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