+250.7%
HOOD vs XLB
+38.9%
+211.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.6% |
| 7D | +17.1% | -1.4% | +18.5% | +19.2% |
| 30D | +31.6% | -0.4% | +32.0% | +32.5% |
| 3M | +38.2% | +2.0% | +36.3% | +33.5% |
| 6M | +48.5% | +1.8% | +46.7% | +43.8% |
| YTD | +8.0% | +16.6% | -8.6% | -13.9% |
| 1Y | +18.7% | +16.9% | +1.7% | -5.6% |
| 3Y | +999.1% | +32.6% | +966.5% | +665.2% |
| 5Y | +181.7% | +35.6% | +146.0% | +91.5% |
| All | +250.7% | +38.9% | +211.8% | +144.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling