+131.0%
HOOD vs REPL
-35.3%
+166.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.7% | -3.9% |
| 7D | +3.8% | +9.8% | -6.0% | +3.0% |
| 30D | -26.4% | +81.5% | -107.9% | -30.0% |
| 3M | -14.3% | +44.2% | -58.5% | -17.2% |
| 6M | +3.9% | +437.4% | -433.5% | -15.6% |
| YTD | -28.1% | +126.1% | -154.2% | -40.6% |
| 1Y | -38.8% | +143.1% | -182.0% | -49.8% |
| 3Y | +888.5% | +97.8% | +790.6% | +509.8% |
| 5Y | +131.0% | -34.3% | +165.3% | +81.9% |
| All | +131.0% | -35.3% | +166.3% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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