+250.7%
HOOD vs EXPE
+84.3%
+166.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.4% |
| 7D | +17.1% | -9.5% | +26.7% | +22.2% |
| 30D | +31.6% | -6.6% | +38.2% | +34.6% |
| 3M | +38.2% | +31.4% | +6.9% | +19.7% |
| 6M | +48.5% | +35.2% | +13.3% | +25.0% |
| YTD | +8.0% | +5.8% | +2.2% | +0.7% |
| 1Y | +18.7% | +38.7% | -20.0% | -5.2% |
| 3Y | +999.1% | +175.8% | +823.3% | +511.3% |
| 5Y | +181.7% | +111.8% | +69.8% | +108.5% |
| All | +250.7% | +84.3% | +166.4% | +114.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling