+139.3%
HOOD vs XLB
+40.9%
+98.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.9% | +1.1% | +0.5% |
| 7D | -0.6% | -1.4% | +0.7% | +1.3% |
| 30D | -23.6% | +7.1% | -30.7% | -30.2% |
| 3M | -10.7% | +0.6% | -11.3% | -11.4% |
| 6M | +8.2% | +3.5% | +4.7% | +2.2% |
| YTD | -26.3% | +18.2% | -44.6% | -42.4% |
| 1Y | -36.1% | +25.6% | -61.7% | -54.2% |
| 3Y | +950.7% | +46.7% | +904.0% | +544.1% |
| 5Y | +127.0% | +30.9% | +96.1% | +61.4% |
| All | +139.3% | +40.9% | +98.4% | +63.2% |
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