+237.0%
HOOD vs XLK
+155.6%
+81.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.2% | -4.3% |
| 7D | +13.4% | +2.3% | +11.1% | +10.0% |
| 30D | +25.8% | -0.1% | +25.8% | +26.2% |
| 3M | +38.0% | +2.1% | +35.9% | +32.0% |
| 6M | +52.2% | +37.2% | +15.0% | -5.3% |
| YTD | +3.7% | +30.8% | -27.1% | -30.2% |
| 1Y | +0.1% | +42.6% | -42.6% | -39.2% |
| 3Y | +992.6% | +121.8% | +870.7% | +294.0% |
| 5Y | +193.0% | +145.7% | +47.3% | -3.7% |
| All | +237.0% | +155.6% | +81.4% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 all: compounded portfolio wealth divided by compounded XLK 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…
all analysis · Full analysis span regression · 6 months rolling