+836.9%
HOOD vs STLA
-77.1%
+914.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -3.9% |
| 7D | -3.8% | -13.8% | +10.0% | +1.4% |
| 30D | -23.0% | -10.5% | -12.4% | -20.3% |
| 3M | -21.6% | -28.9% | +7.2% | -11.9% |
| 6M | +1.4% | -49.7% | +51.2% | +29.1% |
| YTD | -31.2% | -64.9% | +33.8% | -2.0% |
| 1Y | -35.9% | -64.0% | +28.1% | -10.1% |
| 3Y | +836.9% | -77.4% | +914.4% | +1,259.1% |
| All | +836.9% | -77.1% | +914.1% | +1,259.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling