+250.7%
HOOD vs STLA
-60.5%
+311.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.7% |
| 7D | +17.1% | +2.6% | +14.5% | +15.8% |
| 30D | +31.6% | -1.2% | +32.8% | +32.5% |
| 3M | +38.2% | -24.8% | +63.0% | +58.0% |
| 6M | +48.5% | -25.6% | +74.1% | +70.3% |
| YTD | +8.0% | -48.9% | +56.9% | +44.0% |
| 1Y | +18.7% | -38.8% | +57.4% | +40.3% |
| 3Y | +999.1% | -64.5% | +1,063.6% | +1,553.3% |
| 5Y | +181.7% | -62.4% | +244.1% | +297.4% |
| All | +250.7% | -60.5% | +311.2% | +336.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling