-2.7%
HOOD vs XLB
+14.3%
-17.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -0.7% |
| 7D | +7.7% | -2.9% | +10.7% | +10.8% |
| 30D | +22.0% | -3.4% | +25.3% | +26.1% |
| 3M | +37.6% | +1.6% | +36.0% | +34.4% |
| 6M | +45.3% | +3.6% | +41.6% | +38.5% |
| YTD | +1.9% | +14.2% | -12.3% | -14.6% |
| 1Y | -2.7% | +15.6% | -18.3% | -19.6% |
| All | -2.7% | +14.3% | -17.0% | -19.6% |
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 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