+237.0%
HOOD vs STLA
-61.7%
+298.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.1% | -0.8% | -2.4% |
| 7D | +13.4% | +0.7% | +12.6% | +13.2% |
| 30D | +25.8% | -2.4% | +28.1% | +27.4% |
| 3M | +38.0% | -23.9% | +61.9% | +56.7% |
| 6M | +52.2% | -24.6% | +76.8% | +73.5% |
| YTD | +3.7% | -50.5% | +54.3% | +40.6% |
| 1Y | +0.1% | -39.8% | +39.9% | +19.4% |
| 3Y | +992.6% | -65.6% | +1,058.2% | +1,569.6% |
| 5Y | +193.0% | -62.1% | +255.1% | +264.9% |
| All | +237.0% | -61.7% | +298.7% | +326.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling