+743.7%
HOOD vs XLP
+42.1%
+701.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.3% | +4.5% | +3.1% |
| 7D | -4.8% | +0.7% | -5.5% | -4.7% |
| 30D | -26.1% | +10.3% | -36.4% | -25.5% |
| 3M | -10.8% | +6.5% | -17.3% | -10.2% |
| 6M | +2.4% | +8.4% | -6.0% | +3.1% |
| YTD | -28.5% | +18.2% | -46.7% | -30.6% |
| 1Y | -36.3% | +22.4% | -58.8% | -39.3% |
| 3Y | +743.7% | +41.9% | +701.8% | +611.2% |
| All | +743.7% | +42.1% | +701.6% | +611.2% |
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