+250.7%
HOOD vs EXEL
+242.1%
+8.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | +17.1% | +8.4% | +8.7% | +14.5% |
| 30D | +31.6% | +4.1% | +27.5% | +30.1% |
| 3M | +38.2% | +12.4% | +25.8% | +33.5% |
| 6M | +48.5% | +41.5% | +7.0% | +34.1% |
| YTD | +8.0% | +34.6% | -26.7% | -1.5% |
| 1Y | +18.7% | +57.9% | -39.2% | +2.8% |
| 3Y | +999.1% | +159.5% | +839.6% | +690.5% |
| 5Y | +181.7% | +198.5% | -16.8% | +84.2% |
| All | +250.7% | +242.1% | +8.6% | +213.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling