+743.7%
HOOD vs STRL
+233.5%
+510.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.5% | -0.3% | +2.1% |
| 7D | -4.8% | -26.9% | +22.1% | +3.7% |
| 30D | -26.1% | -52.7% | +26.6% | -7.7% |
| 3M | -10.8% | -52.8% | +42.0% | +10.5% |
| 6M | +2.4% | -71.5% | +73.8% | +44.9% |
| YTD | -28.5% | -17.4% | -11.0% | -40.7% |
| 1Y | -36.3% | -35.0% | -1.4% | -41.0% |
| 3Y | +743.7% | +239.2% | +504.5% | +281.9% |
| All | +743.7% | +233.5% | +510.2% | +281.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling