-35.9%
HOOD vs XLF
+11.3%
-47.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -5.7% |
| 7D | -3.8% | +2.7% | -6.4% | -8.0% |
| 30D | -23.0% | +7.6% | -30.6% | -32.3% |
| 3M | -21.6% | +1.1% | -22.7% | -22.5% |
| 6M | +1.4% | +15.9% | -14.4% | -22.2% |
| YTD | -31.2% | +8.4% | -39.6% | -41.3% |
| 1Y | -35.9% | +12.5% | -48.4% | -48.5% |
| All | -35.9% | +11.3% | -47.2% | -48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling