+223.3%
HOOD vs XLV
+35.7%
+187.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.5% |
| 7D | -7.8% | -3.6% | -4.3% | -3.8% |
| 30D | +18.6% | -1.8% | +20.4% | +21.4% |
| 3M | +22.1% | +7.8% | +14.3% | +10.8% |
| 6M | +43.1% | +9.1% | +33.9% | +28.1% |
| YTD | -0.5% | +7.7% | -8.2% | -9.8% |
| 1Y | -4.4% | +20.4% | -24.8% | -25.5% |
| 3Y | +938.5% | +30.8% | +907.7% | +626.4% |
| 5Y | +173.4% | +34.6% | +138.8% | +81.0% |
| All | +223.3% | +35.7% | +187.6% | +115.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 XLV 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