+132.4%
HOOD vs STRL
+1,045.0%
-912.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.5% | -0.3% | +2.1% |
| 7D | -4.8% | -26.9% | +22.1% | +4.1% |
| 30D | -26.1% | -52.7% | +26.6% | -6.6% |
| 3M | -10.8% | -52.8% | +42.0% | +11.7% |
| 6M | +2.4% | -71.5% | +73.8% | +47.0% |
| YTD | -28.5% | -17.4% | -11.0% | -39.2% |
| 1Y | -36.3% | -35.0% | -1.4% | -40.0% |
| 3Y | +743.7% | +239.2% | +504.5% | +271.9% |
| 5Y | +118.6% | +830.2% | -711.6% | -44.3% |
| All | +132.4% | +1,045.0% | -912.7% | -35.4% |
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