+139.3%
HOOD vs EXR
+14.1%
+125.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.7% |
| 7D | -0.6% | +2.7% | -3.3% | -1.7% |
| 30D | -23.6% | +18.9% | -42.5% | -29.3% |
| 3M | -10.7% | +8.4% | -19.0% | -13.9% |
| 6M | +8.2% | +14.3% | -6.1% | +1.4% |
| YTD | -26.3% | +27.2% | -53.6% | -34.3% |
| 1Y | -36.1% | +25.9% | -62.0% | -42.9% |
| 3Y | +950.7% | +54.6% | +896.1% | +710.2% |
| 5Y | +127.0% | -0.6% | +127.6% | +124.9% |
| All | +139.3% | +14.1% | +125.1% | +246.7% |
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