+237.0%
HOOD vs XLB
+37.6%
+199.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -3.0% | -2.6% |
| 7D | +13.4% | -0.2% | +13.6% | +13.7% |
| 30D | +25.8% | -1.7% | +27.5% | +29.0% |
| 3M | +38.0% | +4.4% | +33.6% | +28.9% |
| 6M | +52.2% | +5.0% | +47.2% | +41.1% |
| YTD | +3.7% | +15.5% | -11.7% | -16.1% |
| 1Y | +0.1% | +14.9% | -14.9% | -18.5% |
| 3Y | +992.6% | +34.5% | +958.0% | +647.9% |
| 5Y | +193.0% | +36.5% | +156.4% | +103.1% |
| All | +237.0% | +37.6% | +199.4% | +137.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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