+225.5%
HOOD vs XLF
+69.2%
+156.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.2% |
| 7D | -9.1% | -2.9% | -6.2% | -4.7% |
| 30D | +20.1% | -1.6% | +21.7% | +23.7% |
| 3M | +31.2% | +9.3% | +22.0% | +14.1% |
| 6M | +44.3% | +14.6% | +29.7% | +16.9% |
| YTD | +0.2% | +4.7% | -4.5% | -5.8% |
| 1Y | -3.5% | +8.6% | -12.2% | -14.2% |
| 3Y | +955.2% | +73.9% | +881.4% | +427.1% |
| 5Y | +175.3% | +65.0% | +110.2% | +57.2% |
| All | +225.5% | +69.2% | +156.3% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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