+225.5%
HOOD vs XLV
+35.9%
+189.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.1% |
| 7D | -9.1% | -4.4% | -4.7% | -4.3% |
| 30D | +20.1% | -1.4% | +21.5% | +22.3% |
| 3M | +31.2% | +8.9% | +22.4% | +17.8% |
| 6M | +44.3% | +9.1% | +35.2% | +29.3% |
| YTD | +0.2% | +7.9% | -7.7% | -9.4% |
| 1Y | -3.5% | +22.7% | -26.3% | -26.6% |
| 3Y | +955.2% | +31.9% | +923.3% | +629.9% |
| 5Y | +175.3% | +34.9% | +140.4% | +81.9% |
| All | +225.5% | +35.9% | +189.5% | +116.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling