+139.3%
HOOD vs XLP
+46.4%
+92.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +2.7% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -23.6% | +8.9% | -32.5% | -25.8% |
| 3M | -10.7% | +7.5% | -18.2% | -12.9% |
| 6M | +8.2% | +9.4% | -1.3% | +4.1% |
| YTD | -26.3% | +19.3% | -45.6% | -33.1% |
| 1Y | -36.1% | +21.7% | -57.8% | -42.9% |
| 3Y | +950.7% | +44.0% | +906.7% | +717.1% |
| 5Y | +127.0% | +42.8% | +84.3% | +97.8% |
| All | +139.3% | +46.4% | +92.9% | +137.9% |
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