+231.1%
HOOD vs XLC
+40.5%
+190.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.1% | -0.8% |
| 7D | +7.7% | -1.4% | +9.2% | +10.5% |
| 30D | +22.0% | -0.9% | +22.9% | +23.9% |
| 3M | +37.6% | -0.3% | +37.9% | +37.8% |
| 6M | +45.3% | -5.2% | +50.5% | +59.1% |
| YTD | +1.9% | -5.3% | +7.2% | +12.3% |
| 1Y | -2.7% | -2.8% | +0.1% | +3.4% |
| 3Y | +973.4% | +71.2% | +902.2% | +443.1% |
| 5Y | +179.3% | +37.6% | +141.7% | +69.4% |
| All | +231.1% | +40.5% | +190.6% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 10y: compounded portfolio wealth divided by compounded XLC 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…
10y analysis · Full analysis span regression · 6 months rolling