+189.8%
HOOD vs XLP
+32.7%
+157.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.7% |
| 7D | +17.1% | -1.0% | +18.1% | +17.7% |
| 30D | +31.6% | -0.9% | +32.5% | +32.0% |
| 3M | +38.2% | +3.8% | +34.4% | +34.4% |
| 6M | +48.5% | -1.7% | +50.3% | +49.0% |
| YTD | +8.0% | +10.3% | -2.3% | -1.0% |
| 1Y | +18.7% | +7.8% | +10.9% | +10.2% |
| 3Y | +999.1% | +27.2% | +971.9% | +762.9% |
| All | +189.8% | +32.7% | +157.1% | +123.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling