+133.6%
HOOD vs EXEL
+304.9%
-171.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.6% | -3.5% |
| 7D | +3.8% | +1.6% | +2.1% | +3.3% |
| 30D | -26.4% | +17.4% | -43.8% | -29.6% |
| 3M | -14.3% | +38.6% | -52.9% | -21.7% |
| 6M | +3.9% | +41.2% | -37.3% | -6.0% |
| YTD | -28.1% | +59.3% | -87.4% | -37.5% |
| 1Y | -38.8% | +60.2% | -99.0% | -46.9% |
| 3Y | +888.5% | +232.6% | +655.9% | +561.0% |
| 5Y | +131.0% | +285.9% | -154.8% | +41.3% |
| All | +133.6% | +304.9% | -171.2% | +98.9% |
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