+113.0%
HOOD vs XLC
+34.6%
+78.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +2.5% |
| 7D | -4.8% | +4.9% | -9.7% | -11.8% |
| 30D | -26.1% | -5.8% | -20.3% | -18.6% |
| 3M | -10.8% | -5.4% | -5.4% | -2.6% |
| 6M | +2.4% | -10.2% | +12.5% | +21.0% |
| YTD | -28.5% | -10.2% | -18.3% | -14.4% |
| 1Y | -36.3% | -5.6% | -30.7% | -29.5% |
| 3Y | +743.7% | +61.0% | +682.7% | +359.3% |
| All | +113.0% | +34.6% | +78.5% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling