+1,037.0%
HOOD vs XLC
+74.0%
+962.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | +0.2% |
| 7D | +17.1% | -0.8% | +18.0% | +19.3% |
| 30D | +31.6% | +1.0% | +30.5% | +29.1% |
| 3M | +38.2% | -0.7% | +38.9% | +39.4% |
| 6M | +48.5% | -5.1% | +53.7% | +65.5% |
| YTD | +8.0% | -4.3% | +12.2% | +18.6% |
| 1Y | +18.7% | -0.6% | +19.2% | +21.6% |
| All | +1,037.0% | +74.0% | +962.9% | +482.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling