+122.7%
HOOD vs STRL
+906.9%
-784.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.1% | -1.2% | -3.3% |
| 7D | -3.8% | +15.7% | -19.4% | -8.6% |
| 30D | -23.0% | -35.5% | +12.5% | -12.2% |
| 3M | -21.6% | -47.1% | +25.5% | -5.3% |
| 6M | +1.4% | -65.8% | +67.2% | +37.6% |
| YTD | -31.2% | -4.5% | -26.6% | -45.0% |
| 1Y | -35.9% | -10.5% | -25.5% | -47.5% |
| 3Y | +836.9% | +340.6% | +496.3% | +258.1% |
| All | +122.7% | +906.9% | -784.1% | -52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling