+133.6%
HOOD vs XLP
+46.7%
+86.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.7% |
| 7D | +3.8% | -0.2% | +4.0% | +3.8% |
| 30D | -26.4% | +8.2% | -34.6% | -28.3% |
| 3M | -14.3% | +7.7% | -22.0% | -16.5% |
| 6M | +3.9% | +9.3% | -5.4% | +0.2% |
| YTD | -28.1% | +19.5% | -47.6% | -34.8% |
| 1Y | -38.8% | +21.0% | -59.8% | -45.1% |
| 3Y | +888.5% | +43.2% | +845.2% | +672.4% |
| 5Y | +131.0% | +42.7% | +88.3% | +99.5% |
| All | +133.6% | +46.7% | +86.9% | +132.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 10y: compounded portfolio wealth divided by compounded XLP 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…
10y analysis · Full analysis span regression · 6 months rolling