+131.0%
HOOD vs EXPD
+63.3%
+67.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.4% | -4.1% |
| 7D | +3.8% | +3.6% | +0.2% | +1.9% |
| 30D | -26.4% | +0.3% | -26.7% | -26.4% |
| 3M | -14.3% | +6.1% | -20.4% | -16.6% |
| 6M | +3.9% | +27.4% | -23.4% | -8.4% |
| YTD | -28.1% | +32.0% | -60.1% | -38.7% |
| 1Y | -38.8% | +40.5% | -79.4% | -49.8% |
| 3Y | +888.5% | +75.7% | +812.8% | +580.4% |
| 5Y | +131.0% | +61.7% | +69.3% | +32.2% |
| All | +131.0% | +63.3% | +67.7% | +32.2% |
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