+917.8%
HOOD vs URA
+43.1%
+874.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.0% |
| 7D | -3.2% | +2.9% | -6.1% | -5.0% |
| 30D | -22.6% | -10.8% | -11.7% | -16.0% |
| 3M | -10.4% | -25.5% | +15.1% | +9.9% |
| 6M | +4.7% | -41.2% | +45.9% | +48.9% |
| YTD | -25.2% | -21.3% | -3.9% | -13.3% |
| 1Y | -35.9% | -25.7% | -10.2% | -22.7% |
| All | +917.8% | +43.1% | +874.8% | +770.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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