-40.5%
HOOD vs IRE
-98.0%
+57.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -33.9% | +23.6% | -5.4% |
| 7D | -14.4% | -57.1% | +42.7% | -5.0% |
| 30D | -30.0% | -84.4% | +54.4% | -11.8% |
| 3M | -15.5% | -85.0% | +69.4% | +5.1% |
| 6M | +1.8% | -95.2% | +97.0% | +36.3% |
| YTD | -30.7% | -93.9% | +63.2% | -21.2% |
| 1Y | -45.0% | -98.8% | +53.9% | -19.0% |
| All | -40.5% | -98.0% | +57.5% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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