+139.3%
HOOD vs STRL
+1,216.4%
-1,077.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +15.0% | -12.0% | -2.0% |
| 7D | -0.6% | -13.3% | +12.7% | +2.4% |
| 30D | -23.6% | -43.3% | +19.8% | -9.3% |
| 3M | -10.7% | -46.9% | +36.2% | +7.2% |
| 6M | +8.2% | -65.6% | +73.8% | +45.5% |
| YTD | -26.3% | -5.1% | -21.2% | -40.4% |
| 1Y | -36.1% | -23.1% | -13.0% | -43.4% |
| 3Y | +950.7% | +346.8% | +603.9% | +324.2% |
| 5Y | +127.0% | +907.2% | -780.1% | -45.0% |
| All | +139.3% | +1,216.4% | -1,077.2% | -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