-38.7%
HOOD vs STRL
-26.3%
-12.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +15.0% | -12.0% | +0.3% |
| 7D | -0.6% | -13.3% | +12.7% | +0.9% |
| 30D | -23.6% | -43.3% | +19.8% | -16.4% |
| 3M | -10.7% | -46.9% | +36.2% | -1.6% |
| 6M | +8.2% | -65.6% | +73.8% | +26.8% |
| YTD | -26.3% | -5.1% | -21.2% | -41.1% |
| All | -38.7% | -26.3% | -12.4% | -42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling