+250.7%
HOOD vs XLP
+35.4%
+215.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.8% |
| 7D | +17.1% | -1.0% | +18.1% | +17.5% |
| 30D | +31.6% | -0.9% | +32.5% | +31.9% |
| 3M | +38.2% | +3.8% | +34.4% | +35.3% |
| 6M | +48.5% | -1.7% | +50.3% | +49.0% |
| YTD | +8.0% | +10.3% | -2.3% | +0.6% |
| 1Y | +18.7% | +7.8% | +10.9% | +11.9% |
| 3Y | +999.1% | +27.2% | +971.9% | +808.1% |
| 5Y | +181.7% | +32.5% | +149.2% | +107.7% |
| All | +250.7% | +35.4% | +215.3% | +258.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling