+133.6%
HOOD vs EXPE
+61.4%
+72.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.5% | -4.3% | -4.0% |
| 7D | +3.8% | -4.2% | +8.0% | +5.6% |
| 30D | -26.4% | -4.5% | -21.9% | -25.6% |
| 3M | -14.3% | -19.7% | +5.4% | -7.6% |
| 6M | +3.9% | +18.3% | -14.4% | -7.2% |
| YTD | -28.1% | -7.3% | -20.7% | -29.9% |
| 1Y | -38.8% | -3.9% | -34.9% | -41.6% |
| 3Y | +888.5% | +123.0% | +765.4% | +499.5% |
| 5Y | +131.0% | +47.9% | +83.1% | +46.1% |
| All | +133.6% | +61.4% | +72.2% | +49.5% |
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