-38.7%
HOOD vs XLB
+24.8%
-63.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.9% | +1.1% | +1.4% |
| 7D | -0.6% | -1.4% | +0.7% | +0.7% |
| 30D | -23.6% | +7.1% | -30.7% | -27.6% |
| 3M | -10.7% | +0.6% | -11.3% | -11.0% |
| 6M | +8.2% | +3.5% | +4.7% | +5.0% |
| YTD | -26.3% | +18.2% | -44.6% | -36.8% |
| All | -38.7% | +24.8% | -63.5% | -50.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling