+836.9%
HOOD vs XLP
+45.4%
+791.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.7% | -4.1% |
| 7D | -3.8% | +2.5% | -6.3% | -3.4% |
| 30D | -23.0% | +7.3% | -30.3% | -22.2% |
| 3M | -21.6% | +8.1% | -29.7% | -20.8% |
| 6M | +1.4% | +10.5% | -9.0% | +2.9% |
| YTD | -31.2% | +21.2% | -52.3% | -32.6% |
| 1Y | -35.9% | +22.7% | -58.7% | -37.7% |
| 3Y | +836.9% | +44.8% | +792.1% | +799.9% |
| All | +836.9% | +45.4% | +791.6% | +799.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling