+250.7%
HOOD vs XLC
+42.0%
+208.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -0.2% |
| 7D | +17.1% | -0.8% | +18.0% | +18.9% |
| 30D | +31.6% | +1.0% | +30.5% | +29.6% |
| 3M | +38.2% | -0.7% | +38.9% | +39.3% |
| 6M | +48.5% | -5.1% | +53.7% | +62.6% |
| YTD | +8.0% | -4.3% | +12.2% | +16.9% |
| 1Y | +18.7% | -0.6% | +19.2% | +21.7% |
| 3Y | +999.1% | +72.7% | +926.4% | +448.1% |
| 5Y | +181.7% | +38.0% | +143.7% | +64.3% |
| All | +250.7% | +42.0% | +208.7% | +135.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling