+225.5%
HOOD vs XLI
+77.6%
+147.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -0.5% |
| 7D | -9.1% | -2.3% | -6.8% | -5.5% |
| 30D | +20.1% | -8.2% | +28.2% | +38.6% |
| 3M | +31.2% | +0.8% | +30.5% | +28.2% |
| 6M | +44.3% | +0.8% | +43.5% | +39.8% |
| YTD | +0.2% | +10.5% | -10.3% | -17.4% |
| 1Y | -3.5% | +14.1% | -17.6% | -24.0% |
| 3Y | +955.2% | +68.6% | +886.6% | +379.8% |
| 5Y | +175.3% | +80.4% | +94.9% | +14.4% |
| All | +225.5% | +77.6% | +147.9% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded XLI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling