+237.0%
HOOD vs EXPE
+69.8%
+167.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -7.9% | +4.0% | -0.4% |
| 7D | +13.4% | -9.8% | +23.1% | +18.4% |
| 30D | +25.8% | -11.5% | +37.3% | +31.6% |
| 3M | +38.0% | +21.7% | +16.3% | +23.5% |
| 6M | +52.2% | +10.4% | +41.8% | +41.5% |
| YTD | +3.7% | -2.5% | +6.3% | +0.3% |
| 1Y | +0.1% | +27.3% | -27.3% | -17.1% |
| 3Y | +992.6% | +153.5% | +839.0% | +530.8% |
| 5Y | +193.0% | +91.1% | +101.9% | +117.8% |
| All | +237.0% | +69.8% | +167.2% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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