+133.6%
HOOD vs XLB
+39.3%
+94.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.3% | -2.5% | -2.1% |
| 7D | +3.8% | 0.0% | +3.8% | +3.8% |
| 30D | -26.4% | +5.3% | -31.7% | -31.2% |
| 3M | -14.3% | 0.0% | -14.3% | -14.2% |
| 6M | +3.9% | +1.2% | +2.7% | +1.2% |
| YTD | -28.1% | +16.9% | -45.0% | -42.9% |
| 1Y | -38.8% | +20.9% | -59.7% | -53.7% |
| 3Y | +888.5% | +43.3% | +845.1% | +524.2% |
| 5Y | +131.0% | +28.3% | +102.7% | +67.9% |
| All | +133.6% | +39.3% | +94.3% | +61.9% |
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