+237.0%
HOOD vs HLT
+137.5%
+99.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.2% | -1.8% | -2.1% |
| 7D | +13.4% | -2.4% | +15.8% | +15.8% |
| 30D | +25.8% | -4.1% | +29.9% | +29.8% |
| 3M | +38.0% | -10.6% | +48.6% | +50.5% |
| 6M | +52.2% | +2.0% | +50.2% | +48.2% |
| YTD | +3.7% | +6.1% | -2.4% | -3.2% |
| 1Y | +0.1% | +9.8% | -9.8% | -10.6% |
| 3Y | +992.6% | +99.0% | +893.5% | +515.0% |
| 5Y | +193.0% | +151.5% | +41.5% | +91.6% |
| All | +237.0% | +137.5% | +99.5% | +76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling