+139.3%
HOOD vs EXEL
+315.9%
-176.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.1% | -0.1% | +2.1% |
| 7D | -0.6% | +2.3% | -2.9% | -1.1% |
| 30D | -23.6% | +19.8% | -43.4% | -27.4% |
| 3M | -10.7% | +32.7% | -43.4% | -17.5% |
| 6M | +8.2% | +49.0% | -40.8% | -3.6% |
| YTD | -26.3% | +63.7% | -90.0% | -36.5% |
| 1Y | -36.1% | +75.8% | -111.9% | -46.0% |
| 3Y | +950.7% | +241.3% | +709.4% | +597.4% |
| 5Y | +127.0% | +289.0% | -162.0% | +36.9% |
| All | +139.3% | +315.9% | -176.6% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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