+113.0%
HOOD vs EXPD
+55.6%
+57.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.3% | +5.5% | +4.4% |
| 7D | -4.8% | -7.2% | +2.4% | -1.1% |
| 30D | -26.1% | -3.3% | -22.8% | -24.8% |
| 3M | -10.8% | +3.4% | -14.2% | -12.1% |
| 6M | +2.4% | +22.7% | -20.3% | -8.1% |
| YTD | -28.5% | +24.5% | -53.0% | -37.2% |
| 1Y | -36.3% | +38.6% | -75.0% | -47.6% |
| 3Y | +743.7% | +71.5% | +672.2% | +481.9% |
| All | +113.0% | +55.6% | +57.5% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling