+133.6%
HOOD vs EXR
+13.3%
+120.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.1% |
| 7D | -5.1% | +1.7% | -6.8% | -5.7% |
| 30D | -25.4% | +18.0% | -43.4% | -30.7% |
| 3M | -14.0% | +9.7% | -23.6% | -17.5% |
| 6M | +5.6% | +13.4% | -7.9% | -0.7% |
| YTD | -28.1% | +26.3% | -54.4% | -35.7% |
| 1Y | -40.1% | +27.6% | -67.7% | -46.8% |
| 3Y | +888.2% | +52.2% | +836.0% | +667.8% |
| 5Y | +135.8% | -1.1% | +136.9% | +134.6% |
| All | +133.6% | +13.3% | +120.3% | +239.5% |
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