+142.9%
HOOD vs STRL
+1,276.1%
-1,133.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.9% | -0.9% | +2.4% |
| 7D | -3.2% | +7.1% | -10.4% | -5.6% |
| 30D | -22.6% | -39.4% | +16.8% | -10.1% |
| 3M | -10.4% | -43.0% | +32.6% | +5.1% |
| 6M | +4.7% | -65.0% | +69.7% | +40.2% |
| YTD | -25.2% | -0.8% | -24.4% | -40.4% |
| 1Y | -35.9% | -20.3% | -15.6% | -43.8% |
| 3Y | +927.7% | +356.5% | +571.2% | +312.1% |
| 5Y | +147.5% | +952.8% | -805.3% | -40.9% |
| All | +142.9% | +1,276.1% | -1,133.2% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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