+179.3%
HOOD vs XLF
+65.1%
+114.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.1% |
| 7D | +7.7% | -1.0% | +8.8% | +10.1% |
| 30D | +22.0% | -1.3% | +23.3% | +25.0% |
| 3M | +37.6% | +9.1% | +28.5% | +19.4% |
| 6M | +45.3% | +14.4% | +30.9% | +17.5% |
| YTD | +1.9% | +5.1% | -3.2% | -4.9% |
| 1Y | -2.7% | +8.6% | -11.4% | -13.8% |
| 3Y | +973.4% | +74.4% | +898.9% | +418.6% |
| 5Y | +179.3% | +64.4% | +114.9% | +51.2% |
| All | +179.3% | +65.1% | +114.2% | +51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling