+142.9%
HOOD vs XLP
+47.3%
+95.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.9% |
| 7D | -3.2% | -0.5% | -2.7% | -3.1% |
| 30D | -22.6% | +8.3% | -30.9% | -24.6% |
| 3M | -10.4% | +8.7% | -19.1% | -13.0% |
| 6M | +4.7% | +11.2% | -6.5% | +0.1% |
| YTD | -25.2% | +20.0% | -45.2% | -32.3% |
| 1Y | -35.9% | +21.3% | -57.2% | -42.5% |
| 3Y | +927.7% | +43.8% | +883.9% | +702.0% |
| 5Y | +147.5% | +43.3% | +104.2% | +113.4% |
| All | +142.9% | +47.3% | +95.6% | +141.0% |
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