+836.9%
HOOD vs XLB
+43.9%
+793.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.0% |
| 7D | -3.8% | +0.5% | -4.3% | -4.4% |
| 30D | -23.0% | +5.2% | -28.1% | -28.3% |
| 3M | -21.6% | +0.3% | -22.0% | -21.9% |
| 6M | +1.4% | +1.2% | +0.3% | -1.3% |
| YTD | -31.2% | +16.6% | -47.8% | -47.3% |
| 1Y | -35.9% | +21.4% | -57.4% | -54.4% |
| 3Y | +836.9% | +43.2% | +793.7% | +621.3% |
| All | +836.9% | +43.9% | +793.1% | +621.3% |
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