+111.8%
HOOD vs XLP
+43.0%
+68.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -0.8% | -9.6% | -10.0% |
| 7D | -14.4% | +3.5% | -17.9% | -15.6% |
| 30D | -30.0% | +11.6% | -41.6% | -33.3% |
| 3M | -15.5% | +7.6% | -23.2% | -18.3% |
| 6M | +1.8% | +10.0% | -8.3% | -3.4% |
| YTD | -30.7% | +19.7% | -50.4% | -38.7% |
| 1Y | -45.0% | +23.5% | -68.4% | -52.6% |
| 3Y | +709.0% | +44.0% | +665.0% | +489.4% |
| 5Y | +111.8% | +42.7% | +69.1% | +61.7% |
| All | +111.8% | +43.0% | +68.8% | +61.7% |
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