+250.7%
HOOD vs EXE
+122.6%
+128.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.8% |
| 7D | +17.1% | -0.3% | +17.4% | +17.2% |
| 30D | +31.6% | +8.5% | +23.1% | +28.1% |
| 3M | +38.2% | +5.5% | +32.8% | +35.3% |
| 6M | +48.5% | -5.9% | +54.4% | +50.0% |
| YTD | +8.0% | -9.7% | +17.7% | +10.1% |
| 1Y | +18.7% | +3.6% | +15.1% | +15.3% |
| 3Y | +999.1% | +18.0% | +981.1% | +931.8% |
| 5Y | +181.7% | +109.4% | +72.3% | +146.5% |
| All | +250.7% | +122.6% | +128.1% | +210.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling