+223.3%
HOOD vs XLRE
+10.4%
+212.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -1.6% |
| 7D | -7.8% | -1.2% | -6.7% | -6.6% |
| 30D | +18.6% | -2.4% | +21.0% | +22.0% |
| 3M | +22.1% | -2.5% | +24.5% | +24.3% |
| 6M | +43.1% | +4.0% | +39.1% | +35.4% |
| YTD | -0.5% | +9.3% | -9.7% | -10.9% |
| 1Y | -4.4% | +5.6% | -10.0% | -11.1% |
| 3Y | +938.5% | +31.3% | +907.2% | +650.8% |
| 5Y | +173.4% | +9.5% | +163.9% | +160.3% |
| All | +223.3% | +10.4% | +212.9% | +304.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 10y: compounded portfolio wealth divided by compounded XLRE 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…
10y analysis · Full analysis span regression · 6 months rolling