+250.7%
HOOD vs EXPD
+58.7%
+192.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.5% |
| 7D | +17.1% | -1.1% | +18.3% | +17.8% |
| 30D | +31.6% | +4.1% | +27.5% | +29.2% |
| 3M | +38.2% | +17.9% | +20.3% | +27.4% |
| 6M | +48.5% | +29.2% | +19.3% | +29.3% |
| YTD | +8.0% | +27.4% | -19.4% | -5.9% |
| 1Y | +18.7% | +56.8% | -38.2% | -8.7% |
| 3Y | +999.1% | +68.0% | +931.1% | +687.2% |
| 5Y | +181.7% | +61.9% | +119.8% | +82.7% |
| All | +250.7% | +58.7% | +192.0% | +117.2% |
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 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