+250.7%
HOOD vs STRL
+2,103.3%
-1,852.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.8% | -7.8% | -4.0% |
| 7D | +17.1% | +3.4% | +13.7% | +15.7% |
| 30D | +31.6% | -9.2% | +40.8% | +35.3% |
| 3M | +38.2% | -51.0% | +89.3% | +71.2% |
| 6M | +48.5% | +15.8% | +32.8% | +21.3% |
| YTD | +8.0% | +58.9% | -50.9% | -24.7% |
| 1Y | +18.7% | +68.5% | -49.9% | -20.2% |
| 3Y | +999.1% | +485.2% | +513.9% | +314.3% |
| 5Y | +181.7% | +2,005.1% | -1,823.4% | -40.0% |
| All | +250.7% | +2,103.3% | -1,852.6% | -19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling