+1,037.0%
HOOD vs XLB
+35.9%
+1,001.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.6% |
| 7D | +17.1% | -1.4% | +18.5% | +19.4% |
| 30D | +31.6% | -0.4% | +32.0% | +32.5% |
| 3M | +38.2% | +2.0% | +36.3% | +33.0% |
| 6M | +48.5% | +1.8% | +46.7% | +43.3% |
| YTD | +8.0% | +16.6% | -8.6% | -16.9% |
| 1Y | +18.7% | +16.9% | +1.7% | -9.2% |
| All | +1,037.0% | +35.9% | +1,001.1% | +623.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling