+917.8%
HOOD vs XLF
+81.8%
+836.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +2.8% |
| 7D | -3.2% | -1.0% | -2.3% | -1.0% |
| 30D | -22.6% | +6.5% | -29.1% | -31.8% |
| 3M | -10.4% | +1.8% | -12.2% | -13.3% |
| 6M | +4.7% | +15.4% | -10.7% | -21.7% |
| YTD | -25.2% | +8.4% | -33.6% | -35.8% |
| 1Y | -35.9% | +11.9% | -47.8% | -48.5% |
| All | +917.8% | +81.8% | +836.0% | +467.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling