+878.9%
HOOD vs STRL
+354.9%
+524.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.6% |
| 7D | +3.8% | +23.4% | -19.7% | -3.4% |
| 30D | -26.4% | -39.5% | +13.1% | -14.6% |
| 3M | -14.3% | -45.1% | +30.8% | +1.6% |
| 6M | +3.9% | -64.6% | +68.5% | +38.2% |
| YTD | -28.1% | -1.5% | -26.6% | -44.8% |
| 1Y | -38.8% | -20.8% | -18.0% | -47.8% |
| All | +878.9% | +354.9% | +524.0% | +230.2% |
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