+193.0%
HOOD vs HPE
+331.4%
-138.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +7.7% | -11.7% | -8.5% |
| 7D | +13.4% | +10.1% | +3.2% | +6.9% |
| 30D | +25.8% | +5.3% | +20.5% | +21.4% |
| 3M | +38.0% | +12.7% | +25.3% | +25.7% |
| 6M | +52.2% | +167.7% | -115.4% | -27.5% |
| YTD | +3.7% | +135.5% | -131.7% | -46.0% |
| 1Y | +0.1% | +143.4% | -143.3% | -49.2% |
| 3Y | +992.6% | +249.2% | +743.4% | +329.0% |
| 5Y | +193.0% | +343.8% | -150.9% | -1.5% |
| All | +193.0% | +331.4% | -138.4% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 5y: compounded portfolio wealth divided by compounded HPE 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…
5y analysis · Full analysis span regression · 6 months rolling