+132.4%
HOOD vs EXR
+13.4%
+118.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.5% |
| 7D | -4.8% | +5.2% | -10.0% | -6.9% |
| 30D | -26.1% | +20.9% | -47.0% | -32.1% |
| 3M | -10.8% | +7.7% | -18.5% | -13.8% |
| 6M | +2.4% | +13.2% | -10.8% | -3.7% |
| YTD | -28.5% | +26.5% | -54.9% | -36.1% |
| 1Y | -36.3% | +27.2% | -63.5% | -43.4% |
| 3Y | +743.7% | +71.5% | +672.2% | +506.8% |
| 5Y | +118.6% | +0.4% | +118.2% | +118.2% |
| All | +132.4% | +13.4% | +118.9% | +237.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling