+142.9%
HOOD vs EXPD
+63.5%
+79.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.9% | +1.1% | +2.6% |
| 7D | -3.2% | -1.6% | -1.7% | -2.3% |
| 30D | -22.6% | +0.6% | -23.2% | -22.7% |
| 3M | -10.4% | +9.8% | -20.2% | -14.2% |
| 6M | +4.7% | +25.8% | -21.0% | -6.7% |
| YTD | -25.2% | +31.3% | -56.5% | -35.7% |
| 1Y | -35.9% | +40.9% | -76.8% | -47.1% |
| 3Y | +927.7% | +74.7% | +853.0% | +622.8% |
| 5Y | +147.5% | +62.9% | +84.7% | +59.9% |
| All | +142.9% | +63.5% | +79.4% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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