+223.3%
HOOD vs HLT
+138.8%
+84.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -7.8% | -1.6% | -6.2% | -6.5% |
| 30D | +18.6% | -5.0% | +23.6% | +23.5% |
| 3M | +22.1% | -10.4% | +32.4% | +32.9% |
| 6M | +43.1% | +3.2% | +39.8% | +37.9% |
| YTD | -0.5% | +6.7% | -7.2% | -7.6% |
| 1Y | -4.4% | +10.3% | -14.7% | -14.9% |
| 3Y | +938.5% | +99.3% | +839.1% | +483.5% |
| 5Y | +173.4% | +143.7% | +29.7% | +66.0% |
| All | +223.3% | +138.8% | +84.5% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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