+125.1%
HOOD vs EXPD
+58.7%
+66.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -4.5% | -5.9% | -8.1% |
| 7D | -14.4% | -4.8% | -9.6% | -12.2% |
| 30D | -30.0% | -1.5% | -28.5% | -29.4% |
| 3M | -15.5% | +4.1% | -19.6% | -17.0% |
| 6M | +1.8% | +24.0% | -22.3% | -8.7% |
| YTD | -30.7% | +27.4% | -58.1% | -39.5% |
| 1Y | -45.0% | +38.4% | -83.4% | -54.1% |
| 3Y | +709.0% | +73.2% | +635.8% | +468.2% |
| 5Y | +111.8% | +59.9% | +52.0% | +38.7% |
| All | +125.1% | +58.7% | +66.4% | +39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling