+237.0%
HOOD vs EXR
-2.0%
+239.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.9% |
| 7D | +13.4% | -0.7% | +14.0% | +13.8% |
| 30D | +25.8% | -6.9% | +32.7% | +29.8% |
| 3M | +38.0% | -3.0% | +41.0% | +39.1% |
| 6M | +52.2% | -2.9% | +55.2% | +53.5% |
| YTD | +3.7% | +9.3% | -5.5% | -1.0% |
| 1Y | +0.1% | -0.9% | +1.0% | -0.6% |
| 3Y | +992.6% | +24.7% | +967.9% | +833.7% |
| 5Y | +193.0% | -11.7% | +204.7% | +183.8% |
| All | +237.0% | -2.0% | +239.0% | +422.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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