+133.6%
HOOD vs UL
+24.3%
+109.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | -5.1% | +2.6% | -7.6% | -5.3% |
| 30D | -25.4% | +6.8% | -32.2% | -25.9% |
| 3M | -14.0% | +5.7% | -19.7% | -14.5% |
| 6M | +5.6% | +15.9% | -10.3% | +3.6% |
| YTD | -28.1% | +4.3% | -32.4% | -28.7% |
| 1Y | -40.1% | -0.4% | -39.7% | -40.2% |
| 3Y | +888.2% | +35.0% | +853.3% | +761.0% |
| 5Y | +135.8% | +31.6% | +104.2% | +96.7% |
| All | +133.6% | +24.3% | +109.2% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling