+132.4%
HOOD vs REPL
-36.3%
+168.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.0% | -4.8% | +2.6% |
| 7D | -4.8% | +22.8% | -27.6% | -6.4% |
| 30D | -26.1% | +63.8% | -89.9% | -29.2% |
| 3M | -10.8% | +68.1% | -78.9% | -15.0% |
| 6M | +2.4% | +528.5% | -526.1% | -18.5% |
| YTD | -28.5% | +122.4% | -150.9% | -40.9% |
| 1Y | -36.3% | +154.4% | -190.7% | -48.1% |
| 3Y | +743.7% | +68.0% | +675.7% | +439.3% |
| 5Y | +118.6% | -35.4% | +154.0% | +63.9% |
| All | +132.4% | -36.3% | +168.7% | +75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling