+113.0%
HOOD vs EXE
+61.0%
+52.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.9% | +4.1% | +3.5% |
| 7D | -4.8% | -6.6% | +1.8% | -2.7% |
| 30D | -26.1% | -4.0% | -22.1% | -25.2% |
| 3M | -10.8% | -7.5% | -3.4% | -8.9% |
| 6M | +2.4% | -11.7% | +14.0% | +5.8% |
| YTD | -28.5% | -22.0% | -6.5% | -23.5% |
| 1Y | -36.3% | -21.8% | -14.5% | -31.9% |
| 3Y | +743.7% | +8.0% | +735.7% | +711.1% |
| All | +113.0% | +61.0% | +52.0% | +75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling