-40.1%
HOOD vs STRL
-26.6%
-13.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | -5.1% | -19.8% | +14.7% | -2.2% |
| 30D | -25.4% | -43.6% | +18.2% | -18.4% |
| 3M | -14.0% | -45.2% | +31.3% | -5.7% |
| 6M | +5.6% | -65.7% | +71.3% | +23.8% |
| YTD | -28.1% | -5.4% | -22.6% | -42.4% |
| 1Y | -40.1% | -24.7% | -15.5% | -44.0% |
| All | -40.1% | -26.6% | -13.6% | -44.0% |
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