+888.2%
HOOD vs HL
+272.6%
+615.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -7.3% | +4.9% | +0.1% |
| 7D | -5.1% | +8.2% | -13.3% | -7.8% |
| 30D | -25.4% | -16.3% | -9.1% | -20.9% |
| 3M | -14.0% | -18.6% | +4.6% | -8.2% |
| 6M | +5.6% | -23.2% | +28.8% | +13.5% |
| YTD | -28.1% | -25.5% | -2.6% | -23.6% |
| 1Y | -40.1% | -4.8% | -35.4% | -41.8% |
| 3Y | +888.2% | +281.4% | +606.8% | +529.9% |
| All | +888.2% | +272.6% | +615.7% | +529.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 3y: compounded portfolio wealth divided by compounded HL 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…
3y analysis · Full analysis span regression · 6 months rolling